1 citations · 1 across the 6 of their papers we have counts for
10 papers
Agentic AI in Automated Markets
Irene Aldridge, Lourenco Belleau-Bhowmik, James Chan +30
Automated markets increasingly host autonomous, learning trading agents and are powered by formulaic automated market makers (AMMs). We study how heterogeneous agent behavior shape…
Evolution of Market Microstructure in the Age of AI
Irene Aldridge
Market microstructure studies how trading rules turn orders into prices and allocations. Those rules have been rebuilt repeatedly: for floor traders, electronic limit order books a…
AI Governance for Institutional Readiness in Finance
Irene Aldridge, Steve Krawciw
Agentic AI is gaining acceptance in asset management, but governance has not kept pace: 88\% of surveyed finance professionals report no operational governance framework for agenti…
Where Does Ethereum Validators' Money Go? A Spectral Analysis
Irene Aldridge
Existing decentralization measures are almost entirely origination-side, quantifying concentration in who mines or validates blocks. We introduce a spectral methodology measuring c…
Liquidity Premium and Investment Horizons
Irene Aldridge
We estimate Kyle's (1985) price-impact coefficient directly from daily equity order flow and test its ability to forecast the cross-section of subsequent stock returns. Using C…
Liquidity-Based Audit of Algorithmic Trading Strategies
Irene Aldridge
We show that net demand for liquidity by algo strategies is identifiable from its trade and price history alone, with no knowledge of its signal or optimization problem. An exact m…
Fast Monte-Carlo
Irene Aldridge
This paper proposes an eigenvalue-based small-sample approximation of the celebrated Markov Chain Monte Carlo that delivers an invariant steady-state distribution that is consisten…
Agentic Artificial Intelligence in Finance: A Comprehensive Survey
Irene Aldridge, Jolie An, Riley Burke +23
The emergence of agentic artificial intelligence (AI) represents a fundamental transformation in financial markets, characterized by autonomous systems capable of reasoning, planni…
Intraday Gas Fee Heterogeneity on Ethereum: Evidence from Operational Firms
Irene Aldridge, Gavhar Annaeva, Leyla Beriker +21
Ethereum's EIP-1559 fee mechanism was designed under the assumption of homogeneous, myopic agents responding to a single congestion signal. We examine how this assumption interacts…
ESG In Corporate Filings: An AI Perspective
Irene Aldridge, Payton Martin
Our main contribution is that we are using AI to discern the key drivers of variation of ESG mentions in the corporate filings. With AI, we are able to separate "dimensions" along…