PTMC is a proposed Monte Carlo estimator that generates market-outcome distributions by simulating continuous double-auction interactions among persona-conditioned neural-policy bots whose heterogeneity is drawn from a learned distribution.
Investor psychology and security market under- and overreactions
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 2verdicts
UNVERDICTED 2representative citing papers
A closed multi-asset market model with trend-and-valuation trading shows that raising the momentum coefficient destabilizes equilibrium prices and produces oscillations via Hopf bifurcation.
citing papers explorer
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Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book
PTMC is a proposed Monte Carlo estimator that generates market-outcome distributions by simulating continuous double-auction interactions among persona-conditioned neural-policy bots whose heterogeneity is drawn from a learned distribution.
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A Microeconomic Finance Model with a Multi-Asset Market and a Multi-Investor Heterogeneous Groups
A closed multi-asset market model with trend-and-valuation trading shows that raising the momentum coefficient destabilizes equilibrium prices and produces oscillations via Hopf bifurcation.