Roberto Garrone

Roberto Garrone

This article extends the preprint "Characterizing Agent-Based Model Dynamics via $ε$-Machines and Kolmogorov-Style Complexity" by introducing diffusion models as orthogonal and complementary tools for characterizing the output of agent-based models (ABMs). Where $ε$-machines capture the predictive temporal structure and intrinsic computation of ABM-generated time series, diffusion models characterize high-dimensional cross-sectional distributions, learn underlying data manifolds, and enable synthetic generation of plausible population-level outcomes. We provide a formal analysis demonstrating that the two approaches operate on distinct mathematical domains -- processes vs. distributions -- and show that their combination yields a two-axis representation of ABM behavior based on temporal organization and distributional geometry. To our knowledge, this is the first framework to integrate computational mechanics with score-based generative modeling for the structural analysis of ABM outputs, thereby situating ABM characterization within the broader landscape of modern machine-learning methods for density estimation and intrinsic computation. The framework is validated using the same elder-caregiver ABM dataset introduced in the companion paper, and we provide precise definitions and propositions formalizing the mathematical complementarity between $ε$-machines and diffusion models. This establishes a principled methodology for jointly analyzing temporal predictability and high-dimensional distributional structure in complex simulation models.

Roberto Garrone

This paper proposes a portfolio construction framework designed to remain robust under estimation error, non-stationarity, and realistic trading constraints. The methodology combines dynamic asset eligibility, deterministic rebalancing, and bounded multi-factor tilts applied to an equal-weight baseline. Asset eligibility is formalized as a state-dependent constraint on portfolio construction, allowing factor exposure to adjust endogenously in response to observable market conditions such as liquidity, volatility, and cross-sectional breadth. Rather than estimating expected returns or covariances, the framework relies on cross-sectional rankings and hard structural bounds to control concentration, turnover, and fragility. The resulting approach is fully algorithmic, transparent, and directly implementable. It provides a robustness-oriented alternative to parametric optimization and unconstrained multi-factor models, particularly suited for long-horizon allocations where stability and operational feasibility are primary objectives.

Roberto Garrone

Multi-agent systems often operate under feedback, adaptation, and non-stationarity, yet many simulation studies retain static decision rules and fixed control parameters. This paper introduces a general adaptive multi-agent learning framework that integrates: (i) four dynamic regimes distinguishing static versus adaptive agents and fixed versus adaptive system parameters; (ii) information-theoretic diagnostics (entropy rate, statistical complexity, and predictive information) to assess predictability and structure; (iii) structural causal models for explicit intervention semantics; (iv) procedures for generating agent-level priors from aggregate or sample data; and (v) unsupervised methods for identifying emergent behavioral regimes. The framework offers a domain-neutral architecture for analyzing how learning agents and adaptive controls jointly shape system trajectories, enabling systematic comparison of stability, performance, and interpretability across non-equilibrium, oscillatory, or drifting dynamics. Mathematical definitions, computational operators, and an experimental design template are provided, yielding a structured methodology for developing explainable and contestable multi-agent decision processes.