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Recognising and reacting to change in non-stationary data-streams is a challenging task. The majority of research in this area assumes that the true class label of incoming points are available, either at each time step or intermittently…
The pursuit of alpha returns that exceed market benchmarks has undergone a profound transformation, evolving from intuition-driven investing to autonomous, AI powered systems. This paper introduces a comprehensive five stage taxonomy that…
Bilateral markets, such as those for government bonds, involve decentralized and opaque transactions between market makers (MMs) and clients, posing significant challenges for traditional modeling approaches. To address these complexities,…
Nowadays, the exponentially growing of the Web renders the problem of correlation among different topics of paramount importance. The proposed model can be used to study the evolution of network depicted by different topics on the web…
By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the S&P 500 index beating the Buy and Hold…
Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with…
Allocation of dynamically-arriving (i.e., online) divisible resources among a set of offline agents is a fundamental problem, with applications to online marketplaces, scheduling, portfolio selection, signal processing, and many other…
Autonomous LLM-based agents are increasingly engaging in decentralized service interactions to collaboratively execute complex tasks. However, the intrinsic instability and low-cost generativity of LLMs introduce a systemic vulnerability,…
Simulation of population dynamics is a central research theme in computational biology, which contributes to understanding the interactions between predators and preys. Conventional mathematical tools of this theme, however, are incapable…
While evolutionary computation is well suited for automatic discovery in engineering, it can also be used to gain insight into how humans and organizations could perform more effectively. Using a real-world problem of innovation search in…
Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…
Biological populations are subject to fluctuating environmental conditions. Different adaptive strategies can allow them to cope with these fluctuations: specialization to one particular environmental condition, adoption of a generalist…
Modern ecology has re-emphasized the need for a quantitative understanding of the original 'survival of the fittest theme' based on analyzis of the intricate trade-offs between competing evolutionary strategies that characterize the…
In apparent contradiction to competition theory, the number of known, co-existing plankton species far exceeds their explicable biodiversity - a discrepancy termed the Paradox of the Plankton. We introduce a new game-theoretic model for…
In this paper we test computationally the performance of CAPM in an evolutionary setting. In particular we study the stability of wealth distribution in a financial market where some traders invest as prescribed by CAPM and others behave…
Marine species reproduce and compete while being advected by turbulent flows. It is largely unknown, both theoretically and experimentally, how population dynamics and genetics are changed by the presence of fluid flows. Discrete…
Modern socio-technical systems typically consist of many interconnected users and competing service providers, where notions like market equilibrium are tightly connected to the ``evolution'' of the network of users. In this paper, we model…
Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…
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…
The pressure on marine renewable resources has rapidly increased over past decades. The resulting scarcity has led to a variety of different control and surveillance instruments. Often they have not improved the current situation, mainly…