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