Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets

By Yang Zhou, Jianwen Chen, Ruipeng Wei

Published 2026-07-07

Everscope rating

1611

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Agent-Based Modeling with Evolutionary Optimization and Mean-Field Bifurcation Analysis. Problem types: Optimization, Reinforcement Learning, Algorithmic Execution, Portfolio Optimization, Market Making, Anomaly Detection.

arXiv:2607.05141 · Paper rankings

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