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Can Large Language Models (AI agents) aggregate dispersed private information through trading and reason about the knowledge of others by observing price movements? We conduct a controlled experiment where AI agents trade in a prediction…

General Economics · Economics 2026-05-08 Spyros Galanis

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

Information asymmetry often leads to adverse selection and moral hazard in economic markets, causing inefficiencies and welfare losses. Traditional methods to address these issues, such as signaling and screening, are frequently…

Computers and Society · Computer Science 2025-10-16 Yukun Zhang , Tianyang Zhang

A firm can complete the tasks needed to produce output using either machines or workers. Unlike machines, workers have private information about their preferences over tasks. I study how this information asymmetry shapes the mechanism used…

Theoretical Economics · Economics 2025-11-05 Quitzé Valenzuela-Stookey

Two agents trade an item in a simultaneous offer setting, where the exchange takes place if and only if the buyer's bid price weakly exceeds the seller's ask price. Each agent is randomly assigned the buyer or seller role. Both agents are…

Theoretical Economics · Economics 2025-05-29 José Ignacio Rivero-Wildemauwe

Over the last years, the rising capabilities of artificial intelligence (AI) have improved human decision-making in many application areas. Teaming between AI and humans may even lead to complementary team performance (CTP), i.e., a level…

Human-Computer Interaction · Computer Science 2022-05-04 Patrick Hemmer , Max Schemmer , Niklas Kühl , Michael Vössing , Gerhard Satzger

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

The increasing prevalence of artificial agents creates a correspondingly increasing need to manage disagreements between humans and artificial agents, as well as between artificial agents themselves. Considering this larger space of…

Neurons and Cognition · Quantitative Biology 2023-10-23 Kerem Oktar , Ilia Sucholutsky , Tania Lombrozo , Thomas L. Griffiths

The theory of rational choice assumes that when people make decisions they do so in order to maximize their utility. In order to achieve this goal they ought to use all the information available and consider all the choices available to…

Artificial Intelligence · Computer Science 2017-04-07 Tshilidzi Marwala

As AI agents increasingly act on behalf of human stakeholders in economic settings, understanding their behavior in complex market environments becomes critical. This article examines how Large Language Models coordinate on markets that are…

General Economics · Economics 2026-03-11 Alexander Erlei , Lukas Meub

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewable energy production), while agent information on the…

Optimization and Control · Mathematics 2021-02-03 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

This paper examines how data inputs shape competition among artificial intelligences (AIs) in pricing games. The dataset assigns labels to consumers and divides them into different markets, thereby inducing multimarket contact among AIs. We…

General Economics · Economics 2025-12-30 Zhang Xu , Mingsheng Zhang , Wei Zhao

Smart recommendation algorithms have revolutionized content delivery and improved efficiency across various domains. However, concerns about user agency arise from the algorithms' inherent opacity (information asymmetry) and one-way output…

Human-Computer Interaction · Computer Science 2025-05-13 Mengke Wu , Weizi Liu , Yanyun Wang , Mike Yao

Artificial intelligence (AI) is now widely used to facilitate social interaction, but its impact on social relationships and communication is not well understood. We study the social consequences of one of the most pervasive AI…

Human-Computer Interaction · Computer Science 2021-02-12 Jess Hohenstein , Dominic DiFranzo , Rene F. Kizilcec , Zhila Aghajari , Hannah Mieczkowski , Karen Levy , Mor Naaman , Jeff Hancock , Malte Jung

The advent of artificial intelligence has changed many disciplines such as engineering, social science and economics. Artificial intelligence is a computational technique which is inspired by natural intelligence such as the swarming of…

Artificial Intelligence · Computer Science 2017-03-21 Tshilidzi Marwala , Evan Hurwitz

This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Aneesh Raghavan , M. Umar B. Niazi , Karl H. Johansson

AI consumer markets are characterized by severe buyer-supplier market asymmetries. Complex AI systems can appear highly accurate while making costly errors or embedding hidden defects. While there have been regulatory efforts surrounding…

Human-Computer Interaction · Computer Science 2026-01-30 Alexander Erlei , Federico Cau , Radoslav Georgiev , Sagar Kumar , Kilian Bizer , Ujwal Gadiraju

Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…

Statistical Finance · Quantitative Finance 2020-10-26 Giuseppe Pernagallo , Benedetto Torrisi

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto
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