Related papers: Is It Real, or Is It Randomized?: A Financial Turi…
As AI-powered image generation improves, a key question is how well human beings can differentiate between "real" and AI-generated or modified images. Using data collected from the online game "Real or Not Quiz.", this study investigates…
The statistical literature is known to be inconsistent in the use of the terms "permutation test" and "randomization test". Several authors succesfully argue that these terms should be used to refer to two distinct classes of tests and that…
The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a…
Artificial stock market simulation based on agent is an important means to study financial market. Based on the assumption that the investors are composed of a main fund, small trend and contrarian investors characterized by four…
This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or researchers to simultaneously connect to an…
Trusting others and reciprocating the received trust with trustworthy actions are fundaments of economic and social interactions. The trust game (TG) is widely used for studying trust and trustworthiness and entails a sequential interaction…
The world has seen the emergence of machines based on pretrained models, transformers, also known as generative artificial intelligences for their ability to produce various types of content, including text, images, audio, and synthetic…
Online game involves a very large number of users who are interconnected and interact with each other via the Internet. We studied the characteristics of exchanging virtual goods with real money through processes called "real money trading…
This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…
Prediction markets are useful for estimating probabilities of claims whose truth will be revealed at some fixed time -- this includes questions about the values of real-world events (i.e. statistical uncertainty), and questions about the…
The Turing Test is no longer adequate for distinguishing human and machine intelligence. With advanced artificial intelligence systems already passing the original Turing Test and contributing to serious ethical and environmental concerns,…
Randomized mechanisms can have good normative properties compared to their deterministic counterparts. However, randomized mechanisms are problematic in several ways such as in their verifiability. We propose here to derandomize such…
In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility…
We define a Graphics Turing Test to measure graphics performance in a similar manner to the definition of the traditional Turing Test. To pass the test one needs to reach a computational scale, the Graphics Turing Scale, for which Computer…
In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…
The rapid development of technology has introduced new formats of human-computer interaction, which have in turn produced many new forms of media and a whole new field of interactive multimedia. One of the major mediums that has grown in…
Time reversal invariance can be summarized as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and…
In a financial exchange, market impact is a measure of the price change of an asset following a transaction. This is an important element of market microstructure, which determines the behaviour of the market following a trade. In this…