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Related papers: Exploring Narrative Economics: An Agent-Based-Mode…

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This work investigates whether knowledge-driven large language model (LLM)-based storytelling can support purposeful narrative interaction with a digital companion for older adults. To address known limitations of LLMs, including…

Artificial Intelligence · Computer Science 2026-05-12 Jayalakshmi Baskar , Vera C. Kaelin , Kaan Kilic , Helena Lindgren

There is growing awareness within the economics profession of the important role narratives play in the economy. Even though empirical approaches that try to quantify economic narratives are getting increasingly popular, there is no theory…

General Economics · Economics 2022-12-22 Michael Roos , Matthias Reccius

We study a dynamical Ising model of agents' opinions (buy or sell) with coupling coefficients reassessed continuously in time according to how past external news (magnetic field) have explained realized market returns. By combining herding,…

Physics and Society · Physics 2008-12-02 Wei-Xing Zhou , Didier Sornette

We study a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(\mu\) of an unknown normal distribution \(\Ncal(\mu, \sigma^2)\), and contributors, who can collect data from this distribution at a…

Computer Science and Game Theory · Computer Science 2026-04-03 Keran Chen , Alex Clinton , Kirthevasan Kandasamy

Stories are central to human culture, serving to share ideas, preserve traditions, and foster connections. Automatic story generation, a key advancement in artificial intelligence (AI), offers new possibilities for creating personalized…

Computation and Language · Computer Science 2025-06-04 Jiaming Li , Yukun Chen , Ziqiang Liu , Minghuan Tan , Lei Zhang , Yunshui Li , Run Luo , Longze Chen , Jing Luo , Ahmadreza Argha , Hamid Alinejad-Rokny , Wei Zhou , Min Yang

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

This paper presents ElliottAgents, a multi-agent system leveraging natural language processing (NLP) and large language models (LLMs) to analyze complex stock market data. The system combines AI-driven analysis with the Elliott Wave…

Computational Engineering, Finance, and Science · Computer Science 2025-07-08 Jarosław A. Chudziak , Michał Wawer

We propose that a tree-like hierarchical structure represents a simple and effective way to model the emergent behaviour of financial markets, especially markets where there exists a pronounced intersection between social media influences…

Multiagent Systems · Computer Science 2024-10-02 Gonzalo Bohorquez , John Cartlidge

We present a simple model of a non-equilibrium self-organizing market where asset prices are partially driven by investment decisions of a bounded-rational agent. The agent acts in a stochastic market environment driven by various exogenous…

Computational Finance · Quantitative Finance 2018-05-18 Igor Halperin , Ilya Feldshteyn

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

Optimizing economic and public policy is critical to address socioeconomic issues and trade-offs, e.g., improving equality, productivity, or wellness, and poses a complex mechanism design problem. A policy designer needs to consider…

Machine Learning · Computer Science 2021-08-09 Alexander Trott , Sunil Srinivasa , Douwe van der Wal , Sebastien Haneuse , Stephan Zheng

According to Yuval Noah Harari, large-scale human cooperation is driven by shared narratives that encode common beliefs and values. This study explores whether such narratives can similarly nudge LLM agents toward collaboration. We use a…

Economic experiments offer a controlled setting for researchers to observe human decision-making and test diverse theories and hypotheses; however, substantial costs and efforts are incurred to gather many individuals as experimental…

Computer Science and Game Theory · Computer Science 2025-09-22 Ayato Kitadai , Sinndy Dayana Rico Lugo , Yudai Tsurusaki , Yusuke Fukasawa , Nariaki Nishino

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

Reward design for reinforcement learning agents can be difficult in situations where one not only wants the agent to achieve some effect in the world but where one also cares about how that effect is achieved. For example, we might wish for…

Artificial Intelligence · Computer Science 2023-01-25 Xiangyu Peng , Christopher Cui , Wei Zhou , Renee Jia , Mark Riedl

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

Computation and Language · Computer Science 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

Recent years saw an increased interest in modeling and understanding the mechanisms of opinion and innovation spread through human networks. Using analysis of real-world social data, researchers are able to gain a better understanding of…

Social and Information Networks · Computer Science 2016-03-29 Ajay Saini , Natasha Markuzon

Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

Modeling investor behavior is crucial to identifying behavioral coaching opportunities for financial advisors. With the help of natural language processing (NLP) we analyze an unstructured (textual) dataset of financial advisors' summary…

Statistical Finance · Quantitative Finance 2021-07-13 Cynthia Pagliaro , Dhagash Mehta , Han-Tai Shiao , Shaofei Wang , Luwei Xiong

Prediction markets aggregate agents' beliefs regarding a future event, where each agent is paid based on the accuracy of its reported belief when compared to the realized outcome. Agents may strategically manipulate the market (e.g., delay…

Computer Science and Game Theory · Computer Science 2012-12-27 Ayman Ghoneim , Robert C. Williamson