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A note on observational equivalence of micro assumptions on macro level
Economics: The Open-Access, Open-Assessment E-Journal. 2020. Vol. 14. P. 1–15.
The author set up a simplistic agent-based model where agents learn with reinforcement observing an incomplete set of variables. The model is employed to generate an artificial dataset that is used to estimate standard macro econometric models. The author shows that the results are qualitatively indistinguishable (in terms of the signs and significances of the coefficients and impulse-responses) from the results obtained with a dataset that emerges in a genuinely rational system.
Kychkin A., Chernitsin I., Прикладная информатика 2026 № 1(121) С. 40–58
The results of the development of a software microservice embedded in atmospheric air quality monitoring systems to support the identification of industrial pollution sources are presented. The emission and subsequent spread of harmful substances in the lower layers of the atmosphere is dynamic and characterized by high uncertainty due to the specific features of technological ...
Added: April 23, 2026
Znobina Anastasia, Bagrationi K., Tunkevichus O., , in: Proceedings of the 21st European Conference on Management, Leadership and Governance, ECMLG 2025Vol. 21.: Academic Conferences International Limited, 2025. Ch. 44 P. 399–407.
The company in question, as one of the market leaders, aims to maintain competitiveness and increase the share of its own high-margin IT products and complex IT projects to 80% of revenue within three years, doubling the gross margin. Based on Teece's sensing–seizing–reconfiguring model, this study analyzes which individual and team factors activate the company's ...
Added: March 9, 2026
Vorchik A., Мамышев М. А., / Series Social Science Research Network "Social Science Research Network". 2025.
In this paper, we develop a formal mathematical model aimed to explain the Dunning-Kruger effect that beginners systematically overestimate their own competence in various fields of knowledge and activity. We argue that the Dunning-Kruger effect arises from the emotional nature of confidence combined with unknown unknowns that it simply can not take into account due ...
Added: February 11, 2026
Cham: Springer, 2025.
This book constitutes the refereed proceedings of 34th International Workshops which were held in conjunction with the 34th International Conference on Artificial Neural Networks and Machine Learning, ICANN 2025, held in Kaunas, Lithuania, September 9–12, 2025.
The 20 full papers and 8 abstracts included in this workshop volume were carefully reviewed and selected from 42 submissions. ...
Added: September 29, 2025
Delev A., Semakov S., , in: 2025 8th International Conference on Artificial Intelligence and Big Data (ICAIBD).: IEEE, 2025. P. 318–322.
Profit is one of the most important economic indicators of a company’s performance, and for every company it is necessary to allocate resources in such a way as to obtain the maximum possible profit. The profit maximization problem is usually a dynamic optimization problem. This article discusses an approach to solving the production expansion problem ...
Added: August 25, 2025
Mansurov K., Semenov A., Dmitry Grigoriev et al., Expert Systems with Applications 2023 Vol. 232 Article 120567
In this paper we investigate the role of self-learning agents in multi-agent models of financial markets. We develop an agent-based simulation model of a financial market and, in addition to the agents with fixed strategies used in previous research, we introduce an agent with a self-learning strategy. To model the behavior of such an agent, ...
Added: July 11, 2025
Mansurov K., Semenov A., Dmitry Grigoriev et al., Computational Economics 2024 Vol. 64 P. 2585–2603
In this paper, we consider the approach of applying state-of-the-art machine learning
algorithms to simulate some financial markets. In this case, we choose the cryptocurrency market based on the assumption that such markets more active today. As
a rule, they have more volatility, attracting riskier traders. Considering classic trading strategies, we also introduce an agent with a ...
Added: July 11, 2025
Pastushkov A., Boulatov A., Finance Research Letters 2025 Vol. 83 Article 107671
Recent studies have increasingly explored whether reinforcement learning algorithms can give rise to cooperative behavior that results in non-competitive pricing across various market settings. In financial markets, Cartea et al. (2022) show that market makers using multi-armed bandit (MAB) algorithms generally converge to competitive pricing in quote-driven over-the-counter (OTC) markets, barring some unlikely exceptions where ...
Added: June 19, 2025
Akhremenko A. S., Philippov I., Sychev V. et al., Политическая наука 2025 № 1 С. 77–102
Modern academic literature has focused on technology adaptation and innovation in politics and public administration. At present, there is a large number of studies, the central object of which is such an actively developing phenomenon as public digital services. Despite the diverse range of theoretical approaches, there is no established methodological tradition of modelling the ...
Added: May 1, 2025
Petrov A., Sergey Zheglov, Akhremenko A. S., , in: 2024 17th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2024. Ch. 1 P. 1–4.
Agent-based models on networks most often assume static networks. However, in some contexts political science
provides arguments that the dynamical character of the network should be taken into account. Specifically, during a protest campaign, new social ties between the participants may occur. Here we present an agent-based model of protest campaign and some numerical experiments with it. It is shown that ...
Added: May 1, 2025
Rozhkov M., Alyamovskaya N., Zakhodiakin G., International Journal of Production Research 2025 Vol. 63 No. 18 P. 6630–6647
This article investigates the application of reinforcement learning (RL) methods to optimise a four-echelon linear supply chain model with stochastic demand. The proposed supply chain configuration is largely based on the production-distribution supply chain of the MIT Supply Chain Beer Game. We show that RL can significantly improve ordering efficiency and overall supply chain performance. ...
Added: March 24, 2025
Blokhin A., Kalev V., Pusev R. et al., , in: 2024 IEEE International Multi-Conference on Engineering, Computer and Information Sciences (SIBIRCON).: Novosibirsk: IEEE, 2024. P. 25–30.
Congestion control is one of the key mechanisms of communication in QUIC protocol which controls how much data and at which rate can be send to an endpoint at particular moment of time for better use of shared network resources and avoids moving into congestive collapse state. In this work we tackle the problem of ...
Added: December 18, 2024
Drobysheva A., Merzlyakov S., Ekonomicheskaya Politika 2024 Vol. 19 No. 6 P. 6–25
In recent years, central banks have turned to forward guidance as a key tool of monetary policy. However, standard DSGE models overestimate the impact of forward guidance on the economy, a phenomenon known as the “forward guidance puzzle.” In the model employed, the reaction of firms to a central bank’s announcements depends on the degree ...
Added: October 4, 2024
Tiapkin D., Morozov N., Naumov A. et al., , in: Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (AISTATS 2024), 2-4 May 2024, Palau de Congressos, Valencia, Spain. PMLR: Volume 238Vol. 238.: Valencia: PMLR, 2024. P. 4213–4221.
The recently proposed generative flow networks (GFlowNets) are a method of training a policy to sample compositional discrete objects with probabilities proportional to a given reward via a sequence of actions. GFlowNets exploit the sequential nature of the problem, drawing parallels with reinforcement learning (RL). Our work extends the connection between RL and GFlowNets to ...
Added: June 22, 2024
Dagaev D., Paklina S., Parshakov P., / Series Social Science Research Network "Social Science Research Network". 2024.
A Keynesian beauty contest is a wide class of games of guessing the most popular strategy among other players. In particular, guessing a fraction of a mean of numbers chosen by all players is a classic behavioral experiment designed to test level-k reasoning patterns among various groups of people. The previous literature reveals that the ...
Added: April 10, 2024
Akhremenko A. S., Полис. Политические исследования 2024 № 2 С. 118–134
The influence of Internet communication on “street” protest activity is the focus of this paper. In recent years, there has been some stagnation in this area of research: a shortage of breakthrough works that indicate new research directions or at least significantly strengthen the empirical foundation of already established hypotheses. The paradox is that when ...
Added: March 31, 2024
Petrov A., Sergey Zheglov, Akhremenko A. S., , in: 16th International Conference Management of large-scale system development (MLSD).: IEEE, 2023. Ch. 1 P. 1–5.
The paper studies protest campaigns consisting of both days with protest activity and days without activity. A dynamical agent-based model has been constructed. Numerical experiments showed that repression reduces the surviving probability of the campaign, but moderate repression may increase the turnout for the campaigns that survive. ...
Added: March 7, 2024
Tiapkin D., Belomestny D., Calandriello D. et al., , in: Advances in Neural Information Processing Systems 36 (NeurIPS 2023).: Curran Associates, Inc., 2023. P. 73719–73774.
Added: February 17, 2024