Cover Image

Market-Dependent Communication in Multi-Agent Alpha Generation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Shi, Jerick, Hollifield, Burton
Format:	Preprint
Published:	2025
Subjects:	Multiagent Systems Computational Engineering, Finance, and Science Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Controllable Financial Market Generation with Diffusion Guided Meta Agent
by: Huang, Yu-Hao, et al.
Published: (2024)

A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by: Nakagawa, Kei, et al.
Published: (2024)

Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
by: Saxena, Maxime, et al.
Published: (2026)

What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept
by: Dalen, Shaw
Published: (2026)

Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
by: Kirtac, Kemal
Published: (2026)

Adaptive Curves for Optimally Efficient Market Making
by: Nadkarni, Viraj, et al.
Published: (2024)

TABL-ABM: A Hybrid Framework for Synthetic LOB Generation
by: Olby, Ollie, et al.
Published: (2025)

No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
by: Jain, Konark, et al.
Published: (2024)

Trading with the Devil: Risk and Return in Foundation Model Strategies
by: Zhang, Jinrui
Published: (2025)

No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
by: Cruz, Walter Hernandez, et al.
Published: (2024)

Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
by: Jain, Konark, et al.
Published: (2023)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
by: Li, Yang, et al.
Published: (2025)

SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
by: Rahman, Nahid, et al.
Published: (2025)

An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025)

LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
by: Nagy, Peer, et al.
Published: (2025)

Automated Market Making: the case of Pegged Assets
by: Bergault, Philippe, et al.
Published: (2024)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)

Approaching multifractal complexity in decentralized cryptocurrency trading
by: Wątorek, Marcin, et al.
Published: (2024)

The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
by: Zheng, Jiajian, et al.
Published: (2024)

Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)

Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
by: Lin, Yushi, et al.
Published: (2025)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
by: Zeller, Simon Caspar, et al.
Published: (2025)

FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading
by: Xiong, Guojun, et al.
Published: (2025)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)

Generation of synthetic financial time series by diffusion models
by: Takahashi, Tomonori, et al.
Published: (2024)

When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
by: Falezza, Alessandro
Published: (2026)

LiveTradeBench: Seeking Real-World Alpha with Large Language Models
by: Yu, Haofei, et al.
Published: (2025)

Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning
by: Jiang, Zuoyou, et al.
Published: (2025)

Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by: Michańków, Jakub, et al.
Published: (2024)

Detecting and Triaging Spoofing using Temporal Convolutional Networks
by: Kularatnam, Kaushalya, et al.
Published: (2024)

Partial multivariate transformer as a tool for cryptocurrencies time series prediction
by: Tokajuk, Andrzej, et al.
Published: (2025)

A Formal Approach to AMM Fee Mechanisms with Lean 4
by: Dessalvi, Marco, et al.
Published: (2026)

A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks
by: Sarlakifar, Faezeh, et al.
Published: (2025)

Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by: Bysik, Andrei, et al.
Published: (2026)

Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by: Zhao, Zijie, et al.
Published: (2024)

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts
by: Li, Yang, et al.
Published: (2025)

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
by: Lao, Xin, et al.
Published: (2025)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by: Liu, Haojie, et al.
Published: (2025)

Correlation emergence in two coupled simulated limit order books
by: Bauer, Dominic, et al.
Published: (2024)