1 citations · 2 across the 8 of their papers we have counts for
Showing q-fin.TRShow all
3 papers · 1 filter
q-fin.TR2025
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
Alicia Vidler, Toby Walsh
Bilateral markets, such as those for government bonds, involve decentralized and opaque transactions between market makers (MMs) and clients, posing significant challenges for trad…
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.TR2024★ 1 cited
TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
Alicia Vidler, Toby Walsh
We introduce a novel hybrid approach that augments Agent-Based Models (ABMs) with behaviors generated by Large Language Models (LLMs) to simulate human trading interactions. We cal…