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q-fin.TR2026
Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models
Manuel Naviglio, Fabrizio Lillo
Understanding the joint dynamics of prices and trades is central to market microstructure, where returns and order flow interact through nonlinear and state-dependent mechanisms. L…
q-fin.GN2026
Tempting the Agent: The Economics of Reputation without Persistent Identity in AI Agent Markets
Federico Gatta, Manuel Naviglio, Francesco Tarantelli
Reputation is a fundamental mechanism through which markets sustain trust when service quality cannot be perfectly assessed ex ante, constituting a form of intertemporal economic c…