2 papers
q-fin.TR2024
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
Alicia Vidler, Toby Walsh
The over-the-counter (OTC) government bond markets are characterised by their bilateral trading structures, which pose unique challenges to understanding and ensuring market stabil…
q-fin.PM2024
Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework
Alicia Vidler
Traditionally, assets are selected for inclusion in a portfolio (long or short) by human analysts. Teams of human portfolio managers (PMs) seek to weigh and balance these securitie…