8 papers
Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance
Ryuji Hashimoto, Masanori Hirano, Ryota Ozaki +1
Deep hedging is a data-driven approach to learn hedging strategies. It relies on synthetic price paths generator, as real market data is often limited for training. Existing approa…
EconSimulacra: A Digital Twin Platform of Socio-Economic Systems Powered by LLM Agents
Ryuji Hashimoto, Masahiro Kaneko, Kentaro Ueda +2
Real-world social behavior emerges from tightly coupled domains: economic conditions shape mobility and social interactions, while online attention and offline activity feed back i…
Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences
Ryuji Hashimoto, Ryosuke Takata, Masahiro Suzuki +2
Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonic…
From Heard to Lived Opinions: Simulating Opinion Dynamics with Grounded LLM Agents in Economic Environments
Ryuji Hashimoto, Masahiro Kaneko, Ryosuke Takata +2
Opinion dynamics (OD) studies how individual opinions evolve and generate collective patterns such as consensus and polarization. While recent work explores OD using populations of…
Agent-Based Simulation of a Financial Market with Large Language Models
Ryuji Hashimoto, Takehiro Takayanagi, Masahiro Suzuki +1
In real-world stock markets, certain chart patterns -- such as price declines near historical highs -- cannot be fully explained by fundamentals alone. These phenomena suggest the…
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
Ryuji Hashimoto, Kiyoshi Izumi
We investigate the mechanisms behind the power-law distribution of stock returns using artificial market simulations. While traditional financial theory assumes Gaussian price fluc…