Towards Agentic Agent-based Models: Feasibility, Performance, and Statistical Model Checking
arXiv preprint (2607.17948) evaluating LLM-driven agentic agent-based models with Statistical Model Checking via MultiVeStA.
arXiv preprint (2607.17948) evaluating LLM-driven agentic agent-based models with Statistical Model Checking via MultiVeStA.
arXiv preprint introducing Statistical Model Checking (SMC) via MultiVeStA for transient sensitivity analysis of the Keynes+Schumpeter (K+S) macroeconomic agent-based model.
Presented our Island Model paper at MARS @ ETAPS 2026 in Turin. First presentation of my PhD research at an international conference.
Presented at MARS @ ETAPS 2026, this paper uses MultiVeStA to give the Island Model a more rigorous and reproducible statistical analysis.
Our paper on statistical model checking for the Island Model has been accepted at MARS @ ETAPS 2026. Presentation in Turin on April 12, 2026.
Accepted paper at MARS @ ETAPS 2026. Reproduces and extends Fagiolo & Dosi (2003) Island Model using MultiVeStA for statistical model checking, with formal convergence guarantees …