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.
The disposition to sell winners too early and ride losers too long: T heory and evidence
2 Pith papers cite this work. Polarity classification is still indexing.
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Robust HVA is the worst-case expected loss in a relative-entropy ball around loss distributions from simulated rebalancing and unwind trades under different no-trade-band rules.
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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Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
Robust HVA is the worst-case expected loss in a relative-entropy ball around loss distributions from simulated rebalancing and unwind trades under different no-trade-band rules.