Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach
Fuente:
arXiv
Saved in:
| Main Authors: | Qiu, Yimeng, Han, Qiwei |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
by: Liu, Penghang, et al.
Published: (2022)
by: Liu, Penghang, et al.
Published: (2022)
HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
by: Li, Xiangyu, et al.
Published: (2025)
by: Li, Xiangyu, et al.
Published: (2025)
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by: Vidler, Alicia, et al.
Published: (2025)
by: Vidler, Alicia, et al.
Published: (2025)
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)
by: Nakagawa, Kei, et al.
Published: (2024)
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
by: Yao, Zhiyuan, et al.
Published: (2024)
by: Yao, Zhiyuan, et al.
Published: (2024)
When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
by: Zhang, Chong, et al.
Published: (2024)
by: Zhang, Chong, et al.
Published: (2024)
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
by: Wang, Yanlong, et al.
Published: (2026)
by: Wang, Yanlong, et al.
Published: (2026)
PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage
by: Barot, Rajat M., et al.
Published: (2026)
by: Barot, Rajat M., et al.
Published: (2026)
Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
by: Bohorquez, Gonzalo, et al.
Published: (2024)
by: Bohorquez, Gonzalo, et al.
Published: (2024)
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
by: Mohl, Valentin, et al.
Published: (2025)
by: Mohl, Valentin, et al.
Published: (2025)
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation
by: Olby, Ollie, et al.
Published: (2025)
by: Olby, Ollie, et al.
Published: (2025)
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by: Xia, Haochong, et al.
Published: (2023)
by: Xia, Haochong, et al.
Published: (2023)
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by: Xia, Haochong, et al.
Published: (2026)
by: Xia, Haochong, et al.
Published: (2026)
History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
by: Xia, Haochong, et al.
Published: (2026)
by: Xia, Haochong, et al.
Published: (2026)
Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
by: Kirtac, Kemal
Published: (2026)
by: Kirtac, Kemal
Published: (2026)
A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
by: Jabbar, Abdul, et al.
Published: (2024)
by: Jabbar, Abdul, et al.
Published: (2024)
MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
by: Cheng, Xi, et al.
Published: (2024)
by: Cheng, Xi, et al.
Published: (2024)
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
by: Vidler, Alicia, et al.
Published: (2024)
by: Vidler, Alicia, et al.
Published: (2024)
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
by: Zhang, Wentao, et al.
Published: (2024)
by: Zhang, Wentao, et al.
Published: (2024)
Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
by: Hassanizorgabad, Sahand
Published: (2024)
by: Hassanizorgabad, Sahand
Published: (2024)
Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity
by: Mohammadshafie, Alireza, et al.
Published: (2024)
by: Mohammadshafie, Alireza, et al.
Published: (2024)
FinVision: A Multi-Agent Framework for Stock Market Prediction
by: Fatemi, Sorouralsadat, et al.
Published: (2024)
by: Fatemi, Sorouralsadat, et al.
Published: (2024)
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
by: Jafree, Ali Raza, et al.
Published: (2025)
by: Jafree, Ali Raza, et al.
Published: (2025)
A Financial Time Series Denoiser Based on Diffusion Model
by: Wang, Zhuohan, et al.
Published: (2024)
by: Wang, Zhuohan, et al.
Published: (2024)
Supervised Autoencoder MLP for Financial Time Series Forecasting
by: Bieganowski, Bartosz, et al.
Published: (2024)
by: Bieganowski, Bartosz, et al.
Published: (2024)
Enhancing Financial Data Visualization for Investment Decision-Making
by: Patel, Nisarg, et al.
Published: (2023)
by: Patel, Nisarg, et al.
Published: (2023)
From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
by: Zhu, Taojie, et al.
Published: (2026)
by: Zhu, Taojie, et al.
Published: (2026)
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
by: Wang, Yanlong, et al.
Published: (2025)
by: Wang, Yanlong, et al.
Published: (2025)
Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation
by: Li, Zeping, et al.
Published: (2026)
by: Li, Zeping, et al.
Published: (2026)
Learning the Market: Sentiment-Based Ensemble Trading Agents
by: Ye, Andrew, et al.
Published: (2024)
by: Ye, Andrew, et al.
Published: (2024)
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
by: Zimmer, Rafael, et al.
Published: (2025)
by: Zimmer, Rafael, et al.
Published: (2025)
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
by: Kawawa-Beaudan, Maxime, et al.
Published: (2026)
by: Kawawa-Beaudan, Maxime, et al.
Published: (2026)
TRADES: Generating Realistic Market Simulations with Diffusion Models
by: Berti, Leonardo, et al.
Published: (2025)
by: Berti, Leonardo, et al.
Published: (2025)
Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
Beyond Trend Following: Deep Learning for Market Trend Prediction
by: Berzal, Fernando, et al.
Published: (2024)
by: Berzal, Fernando, et al.
Published: (2024)
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
by: Xu, Jing, et al.
Published: (2024)
by: Xu, Jing, et al.
Published: (2024)
Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning
by: Luo, Yichen, et al.
Published: (2026)
by: Luo, Yichen, et al.
Published: (2026)
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
Similar Items
-
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
by: Liu, Penghang, et al.
Published: (2022) -
HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
by: Li, Xiangyu, et al.
Published: (2025) -
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by: Vidler, Alicia, et al.
Published: (2025) -
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) -
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
by: Yao, Zhiyuan, et al.
Published: (2024)