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Found 4 papers, 0 papers with code
LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
We make an assumption that LLMs can be used as implicit computational models of humans, and propose a framework to use synthetic demonstrations derived from LLMs to model subrational behaviors that are characteristic of humans (e. g., myopic behavior or preference for risk aversion).
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
We evaluate the behavior of sub-rational human investors using hand-crafted market scenarios and SHAP value analysis, showing that our model accurately reproduces the observations in the previous studies and reveals insights of the driving factors of human behavior.
Optimal Stopping with Gaussian Processes
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets.
Equitable Marketplace Mechanism Design
The goal of this work is to design a dynamic fee schedule for the marketplace that is equitable and profitable to all traders while being profitable to the marketplace at the same time (from charging fees).
