3 papers
q-fin.CP2025
Prospects of Imitating Trading Agents in the Stock Market
Mateusz Wilinski, Juho Kanniainen
In this work we show how generative tools, which were successfully applied to limit order book data, can be utilized for the task of imitating trading agents. To this end, we propo…
q-fin.CP2025
Agent-based model of information diffusion in the limit order book trading
Mateusz Wilinski, Juho Kanniainen
There are multiple explanations for stylized facts in high-frequency trading, including adaptive and informed agents, many of which have been studied through agent-based models. Th…
q-fin.CP2025
Classifying and Clustering Trading Agents
Mateusz Wilinski, Anubha Goel, Alexandros Iosifidis +1
The rapid development of sophisticated machine learning methods, together with the increased availability of financial data, has the potential to transform financial research, but…