23 citations · 86 across the 27 of their papers we have counts for
3 papers · 1 filter
LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
Andrea Coletta, Kshama Dwarakanath, Penghang Liu +2
Modeling subrational agents, such as humans or economic households, is inherently challenging due to the difficulty in calibrating reinforcement learning models or collecting data…
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
Penghang Liu, Kshama Dwarakanath, Svitlana S Vyetrenko +1
Human decision-making in real-life deviates significantly from the optimal decisions made by fully rational agents, primarily due to computational limitations or psychological bias…
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
Andrea Coletta, Matteo Prata, Michele Conti +5
Simulated environments are increasingly used by trading firms and investment banks to evaluate trading strategies before approaching real markets. Backtesting, a widely used approa…