4 papers
Forecasting Liquidity Withdraw with Machine Learning Models
Haochuan, Wang
Liquidity withdrawal is a critical indicator of market fragility. In this project, I test a framework for forecasting liquidity withdrawal at the individual-stock level, ranging fr…
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer
Haochuan Wang
Cryptocurrency price dynamics are driven largely by microstructural supply demand imbalances in the limit order book (LOB), yet the highly noisy nature of LOB data complicates the…
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics
Haochuan Wang
Understanding how market participants react to shocks like scheduled macroeconomic news is crucial for both traders and policymakers. We develop a calibrated data generation proces…
A Survey on Large Language Model-Based Social Agents in Game-Theoretic Scenarios
Xiachong Feng, Longxu Dou, Ella Li +5
Game-theoretic scenarios have become pivotal in evaluating the social intelligence of Large Language Model (LLM)-based social agents. While numerous studies have explored these age…