3 citations · 3 across the 5 of their papers we have counts for
Showing q-fin.TRShow all
2 papers · 1 filter
q-fin.TR2026
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…
q-fin.TR2022
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…