Agent-based model with multi-agent RL shows market-maker profitability trends upward overall with rising aggregate market informedness as price-discovery benefits offset adverse-selection costs.
Title resolution pending
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
fields
q-fin.TR 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
Proposes using timing synchronicity and statistical surprise to detect per-action price impact, assuming fast adverse events indicate causation.
citing papers explorer
-
Market Informedness and Market-Maker Profitability: The Trade-Off Between Adverse Selection and Price Discovery
Agent-based model with multi-agent RL shows market-maker profitability trends upward overall with rising aggregate market informedness as price-discovery benefits offset adverse-selection costs.
-
Realtime price impact detection
Proposes using timing synchronicity and statistical surprise to detect per-action price impact, assuming fast adverse events indicate causation.