3 citations · 3 across the 5 of their papers we have counts for
5 papers
Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation
Zeping Li, Guancheng Wan, Keyang Chen +6
Recent works have increasingly applied Large Language Models (LLMs) as agents in financial stock market simulations to test if micro-level behaviors aggregate into macro-level phen…
Inference and Sampling of Point Processes from Diffusion Excursions
Ali Hasan, Yu Chen, Yuting Ng +3
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms…
Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes
Yu Chen, Fengpei Li, Anderson Schneider +3
Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto mode…
Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation
Yu Chen, Wei Deng, Shikai Fang +7
The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative model…
Do price trajectory data increase the efficiency of market impact estimation?
Fengpei Li, Vitalii Ihnatiuk, Ryan Kinnear +2
Market impact is an important problem faced by large institutional investor and active market participant. In this paper, we rigorously investigate whether price trajectory data fr…