Guardado en:
| Autor principal: | Falezza, Alessandro |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2604.12082 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
por: Lopez-Lira, Alejandro
Publicado: (2025)
por: Lopez-Lira, Alejandro
Publicado: (2025)
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
por: Capponi, Agostino, et al.
Publicado: (2026)
por: Capponi, Agostino, et al.
Publicado: (2026)
Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023)
por: Yu, Haoyang, et al.
Publicado: (2023)
The Value of Information: A Puzzle
por: Kadan, Ohad, et al.
Publicado: (2026)
por: Kadan, Ohad, et al.
Publicado: (2026)
The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
por: Xu, Ziyi, et al.
Publicado: (2023)
por: Xu, Ziyi, et al.
Publicado: (2023)
Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
por: Lillo, Fabrizio, et al.
Publicado: (2024)
por: Lillo, Fabrizio, et al.
Publicado: (2024)
Ponzi Funds
por: van der Beck, Philippe, et al.
Publicado: (2024)
por: van der Beck, Philippe, et al.
Publicado: (2024)
Optimal Fees for Liquidity Provision in Automated Market Makers
por: Campbell, Steven, et al.
Publicado: (2025)
por: Campbell, Steven, et al.
Publicado: (2025)
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
por: Fluri, Lars, et al.
Publicado: (2024)
por: Fluri, Lars, et al.
Publicado: (2024)
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Multi-Asset Bubbles Equilibrium Price Dynamics
por: Cordoni, Francesco
Publicado: (2022)
por: Cordoni, Francesco
Publicado: (2022)
On the hidden costs of passive investing
por: Tasitsiomi, Iro
Publicado: (2025)
por: Tasitsiomi, Iro
Publicado: (2025)
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
por: Kikuchi, Tatsuru
Publicado: (2026)
por: Kikuchi, Tatsuru
Publicado: (2026)
Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
por: Mohanty, Hardhik, et al.
Publicado: (2026)
por: Mohanty, Hardhik, et al.
Publicado: (2026)
Mathematical Model of International Trade and Global Economy
por: Gonchar, N. S., et al.
Publicado: (2021)
por: Gonchar, N. S., et al.
Publicado: (2021)
Information Flow in the FTX Bankruptcy: A Network Approach
por: De Blasis, Riccardo, et al.
Publicado: (2024)
por: De Blasis, Riccardo, et al.
Publicado: (2024)
Wealth or Stealth? The Camouflage Effect in Insider Trading
por: Ma, Jin, et al.
Publicado: (2025)
por: Ma, Jin, et al.
Publicado: (2025)
Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
por: Mondal, Koushik, et al.
Publicado: (2025)
por: Mondal, Koushik, et al.
Publicado: (2025)
ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
por: Wang, Ziyi, et al.
Publicado: (2025)
por: Wang, Ziyi, et al.
Publicado: (2025)
MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
por: Su, Junwei, et al.
Publicado: (2024)
por: Su, Junwei, et al.
Publicado: (2024)
Robust Market Making: To Quote, or not To Quote
por: Wang, Ziyi, et al.
Publicado: (2025)
por: Wang, Ziyi, et al.
Publicado: (2025)
Manipulation in Prediction Markets: An Agent-based Modeling Experiment
por: Smart, Bridget, et al.
Publicado: (2026)
por: Smart, Bridget, et al.
Publicado: (2026)
Why do financial prices exhibit Brownian motion despite predictable order flow?
por: Sato, Yuki, et al.
Publicado: (2025)
por: Sato, Yuki, et al.
Publicado: (2025)
Dynamic Pricing for Real Estate
por: Razumovskiy, Lev, et al.
Publicado: (2024)
por: Razumovskiy, Lev, et al.
Publicado: (2024)
Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
por: Razumovskiy, Lev, et al.
Publicado: (2024)
por: Razumovskiy, Lev, et al.
Publicado: (2024)
Flexible Information Acquisition in the Kyle Model
por: Viswanathan, S., et al.
Publicado: (2026)
por: Viswanathan, S., et al.
Publicado: (2026)
What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept
por: Dalen, Shaw
Publicado: (2026)
por: Dalen, Shaw
Publicado: (2026)
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
por: Singha, Mainak
Publicado: (2025)
por: Singha, Mainak
Publicado: (2025)
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
por: Kurth, Jutta G., et al.
Publicado: (2025)
por: Kurth, Jutta G., et al.
Publicado: (2025)
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
por: Saxena, Maxime, et al.
Publicado: (2026)
por: Saxena, Maxime, et al.
Publicado: (2026)
Controllable Financial Market Generation with Diffusion Guided Meta Agent
por: Huang, Yu-Hao, et al.
Publicado: (2024)
por: Huang, Yu-Hao, et al.
Publicado: (2024)
Information Structures in Stablecoin Markets
por: Zhu, Brian
Publicado: (2024)
por: Zhu, Brian
Publicado: (2024)
How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
por: Ng, Hunter
Publicado: (2024)
por: Ng, Hunter
Publicado: (2024)
A Joint Energy and Differentially-Private Smart Meter Data Market
por: Chhachhi, Saurab, et al.
Publicado: (2024)
por: Chhachhi, Saurab, et al.
Publicado: (2024)
The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
por: Zheng, Jiajian, et al.
Publicado: (2024)
por: Zheng, Jiajian, et al.
Publicado: (2024)
Market-Dependent Communication in Multi-Agent Alpha Generation
por: Shi, Jerick, et al.
Publicado: (2025)
por: Shi, Jerick, et al.
Publicado: (2025)
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
por: Cruz, Walter Hernandez, et al.
Publicado: (2024)
por: Cruz, Walter Hernandez, et al.
Publicado: (2024)
Trading with the Devil: Risk and Return in Foundation Model Strategies
por: Zhang, Jinrui
Publicado: (2025)
por: Zhang, Jinrui
Publicado: (2025)
SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
por: Rahman, Nahid, et al.
Publicado: (2025)
por: Rahman, Nahid, et al.
Publicado: (2025)
Ejemplares similares
-
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
por: Lopez-Lira, Alejandro
Publicado: (2025) -
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
por: Nechepurenko, Maksym
Publicado: (2026) -
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
por: Capponi, Agostino, et al.
Publicado: (2026) -
Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023) -
The Value of Information: A Puzzle
por: Kadan, Ohad, et al.
Publicado: (2026)