In a pluggable evolutionary ABM of financial markets, single-mechanism interventions show selection controls diversity, reflexive pricing controls realism, behavioral bias controls fragility, and consensus topology has no robust effect.
Agent-based computational finance
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
The paper develops a four-layer AI agent architecture and the Agentic Financial Market Model linking agent parameters such as autonomy and coupling to market efficiency, liquidity, and systemic risk, with an exploratory event-study application.
citing papers explorer
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Decomposing Financial Market Dynamics via Mechanism Analysis in an Evolutionary Multi-Agent Simulation
In a pluggable evolutionary ABM of financial markets, single-mechanism interventions show selection controls diversity, reflexive pricing controls realism, behavioral bias controls fragility, and consensus topology has no robust effect.
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AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
The paper develops a four-layer AI agent architecture and the Agentic Financial Market Model linking agent parameters such as autonomy and coupling to market efficiency, liquidity, and systemic risk, with an exploratory event-study application.