3 papers
q-fin.ST2025
To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions
Dimitrios Emmanoulopoulos, Ollie Olby, Justin Lyon +1
Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have…
q-fin.TR2025
Agent-based Liquidity Risk Modelling for Financial Markets
Perukrishnen Vytelingum, Rory Baggott, Namid Stillman +4
In this paper, we describe a novel agent-based approach for modelling the transaction cost of buying or selling an asset in financial markets, e.g., to liquidate a large position a…
cs.LG2023
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks
Namid R. Stillman, Rory Baggott, Justin Lyon +4
The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenari…