arXiv:2608. 19227v1 Announce Type: cross Abstract: Market microstructure simulation aims to model how liquidity, prices, and order flow evolve in electronic financial markets.
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arXiv:2607. 09230v1 Announce Type: cross Abstract: Building event-conditioned market models requires separating macro-event labels from persistent microstructure state.
arXiv:2606. 31522v1 Announce Type: cross Abstract: Large Language Models (LLMs) are increasingly deployed as autonomous financial agents initialized with explicit behavioral mandates such as "preserve capital" or "avoid speculative bets" that are meant to govern every decision throughout deployment.
arXiv:2510. 17088v3 Announce Type: replace-cross Abstract: Financial anomalies arise from heterogeneous mechanisms - price shocks, liquidity freezes, contagion cascades, and momentum reversals - yet existing detectors produce uniform anomaly scores without revealing which mechanism is failing or where risks concentrate.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2608. 19389v1 Announce Type: cross Abstract: Automated market makers (AMMs) are a cornerstone of decentralised finance (DeFi).
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.