Related papers: Trading Zones Revisited
In the field of telecommunications, various operations are driven by different physical quantities. Each has its own patterns in time and space, but all show some clustered structures in their spatial distribution. This reflects a unified…
The goal of this paper is to propose a framework for representing and reasoning about the rules governing a combinatorial exchange. Such a framework is at first interest as long as we want to build up digital marketplaces based on auction,…
The integration of Artificial Intelligence (AI) in the financial domain has opened new avenues for quantitative trading, particularly through the use of Large Language Models (LLMs). However, the challenge of effectively synthesizing…
In this work, we want to give an overview on which pragmatic abilities have been tested in LLMs so far and how these tests have been carried out. To do this, we first discuss the scope of the field of pragmatics and suggest a subdivision…
We investigate the phenomenon of non-recursive trade-offs between descriptional systems in an abstract fashion. We aim at categorizing non-recursive trade-offs by bounds on their growth rate, and show how to deduce such bounds in general.…
This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…
As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…
Recommender systems are ubiquitous in on-line services to drive businesses. And many sequential recommender models were deployed in these systems to enhance personalization. The approach of using the transformer decoder as the sequential…
The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…
We extend the framework of trading strategies of Gatheral [2010] from single stocks to a pair of stocks. Our trading strategy with the executions of two round-trip trades can be described by the trading rates of the paired stocks and the…
This paper explores the possibilities offered by informal communities of practice to operate as "prototyping spaces" for innovation in the context of developing economies. It begins by looking at the concept of "economic complexity" and how…
The objective of the note is to remind readers on how self-financing works in Quantitative Finance. The authors have observed continuing uncertainty on this issue which may be because it lies exactly at the intersection of stochastic…
Multilingual Large Language Models are capable of using powerful Large Language Models to handle and respond to queries in multiple languages, which achieves remarkable success in multilingual natural language processing tasks. Despite…
In the real world, agents or entities are in a continuous state of interactions. These inter- actions lead to various types of complexity dynamics. One key difficulty in the study of complex agent interactions is the difficulty of modeling…
Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…
A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on…
Interpretable machine learning tackles the important problem that humans cannot understand the behaviors of complex machine learning models and how these models arrive at a particular decision. Although many approaches have been proposed, a…
This paper deals with fractional-order controlled systems and fractional-order controllers in the frequency domain. The mathematical description by fractional transfer functions and properties of these systems are presented. The new ways…
We present a scalable methodology for evaluating language models in multi-turn interactions, using a suite of collaborative games that require effective communication about private information. This enables an interactive scaling analysis,…
Large language models (LLMs) have demonstrated impressive capabilities as autonomous agents with rapidly expanding applications in various domains. As these agents increasingly engage in socioeconomic interactions, identifying their…