We propose Persona-Trained Monte Carlo (PTMC), a method for estimating distributions of market-outcome statistics by repeatedly simulating limit-order-book interaction among swarms of persona-conditioned neural-policy trading bots. Each run instantiates many bots sharing one trained policy network but conditioned on heterogeneous, individually sampled persona parameters drawn from a learned trader-heterogeneity distribution; the bots interact in a continuous double auction, and the resulting price path is one Monte Carlo sample.
arXiv:2607. 04627v1 Announce Type: new Abstract: Persona-Trained Monte Carlo (PTMC) estimates distributions of market-outcome functionals by repeatedly simulating limit-order-book interaction among $K$ neural policy bots whose behavioral personas are drawn from a learned heterogeneity distribution $\mathcal{P}$.
By Salavat Ishbulatov
arXiv:2607. 11632v1 Announce Type: new Abstract: Human choice behavior, including route choice, exhibits systematic behavioral biases that deviate from the assumptions of full rationality.
By Jiangtao Han, Shoufeng Ma, Shuxian Xu, Geng Li, Shuai Ling, Ning Jia, Zhengbing He
arXiv:2606. 05296v1 Announce Type: new Abstract: LLM agents operate in two distinct regimes: open-weight agents amenable to reinforcement learning (RL) and black-box agents whose behaviour must be controlled purely at test time.
By Dae Yon Hwang, Raunaq Suri, Valentin Villecroze, Anthony L. Caterini, Jesse C. Cresswell, No\"el Vouitsis, Brendan Leigh Ross
arXiv:2607. 24779v1 Announce Type: new Abstract: Online advertising bidding systems typically deploy multiple offline-trained expert models (e.
By Ji Wu, Yunshan Peng, Wentao Bai, Yunke Bai, Wenzheng Shu, Jinan Pang, Yanxiang Zeng, Xialong Liu
arXiv:2607. 17281v1 Announce Type: cross Abstract: Auto-bidding plays an essential role in online advertising, automatically adjusting bids for advertisers to optimize their commercial goals.
By Yuejia Dou, Hesong Wang, Xinyu Zhang, Tianyu Wang, Zhilin Zhang, Chuan Yu, Jian Xu, Bo Zheng, Qi Qi
arXiv:2606. 02595v1 Announce Type: new Abstract: Dynamic pricing in short-term rental (STR) markets presents a distinctive challenge for online learning algorithms: pricing decisions carry significant financial risk, operators require explainability, and market feedback is sparse (one booking outcome per listed night).
By Oleg Miroshnichenko
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
By Pablo Montero-Manso, Marcel Scharth
arXiv:2607. 13998v1 Announce Type: cross Abstract: The rapid proliferation of Agentic Artificial Intelligence fundamentally disrupts traditional customer loyalty paradigms.
By Sai Srikanth Madugula, Peplluis Esteva de la Rosa, Daya Shankar
arXiv:2608. 06020v1 Announce Type: new Abstract: Economic World Models (EWMs) are generative economic models that simulate how economies evolve from within by modeling heterogeneous agents, their beliefs and actions, and the market and institutional mechanisms through which their interactions produce aggregate outcomes.
By Jiale Han, Xiang Li, Jing Qian, Wenyuan Gu, Pin Gao, Ye Luo, Hongyuan Zha, Dacheng Tao, Benyou Wang, Lin William Cong
arXiv:2609.33289v2 Announce Type: replace
Abstract: Autonomous large language model (LLM) agents operating in multi-product markets must make sequential decisions under information asymmetry and reso...
By Shuze Daniel Liu, Claire Chen, Jiuqi Wang, David Simchi-Levi, Thorsten Joachims
arXiv:2310.02423v3 Announce Type: replace
Abstract: We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\D...
By Jean-Pierre Falet, Hae Beom Lee, Esmeralda S. Whitammer, Chen Sun, Dragos Secrieru, Thomas Jiralerspong, Dinghuai Zhang, Guillaume Lajoie, Yoshua Bengio