{"id":"https://openalex.org/W7115068161","doi":"https://doi.org/10.1007/978-3-032-13562-9_2","title":"Agent-Based Simulation of\u00a0a\u00a0Financial Market with\u00a0Large Language Models","display_name":"Agent-Based Simulation of\u00a0a\u00a0Financial Market with\u00a0Large Language Models","publication_year":2025,"publication_date":"2025-12-14","ids":{"openalex":"https://openalex.org/W7115068161","doi":"https://doi.org/10.1007/978-3-032-13562-9_2"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-032-13562-9_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-13562-9_2","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Ryuji Hashimoto","orcid":"https://orcid.org/0009-0008-0042-1477"},"institutions":[{"id":"https://openalex.org/I153327471","display_name":"Bunkyo University","ror":"https://ror.org/053h75930","country_code":"JP","type":"education","lineage":["https://openalex.org/I153327471"]},{"id":"https://openalex.org/I2799829267","display_name":"Simula Research Laboratory","ror":"https://ror.org/00vn06n10","country_code":"NO","type":"facility","lineage":["https://openalex.org/I2799829267"]},{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP","NO"],"is_corresponding":true,"raw_author_name":"Ryuji Hashimoto","raw_affiliation_strings":["Simulacra Inc., Tokyo, Japan","The University of Tokyo, Bunky\u014d, Japan"],"raw_orcid":"https://orcid.org/0009-0008-0042-1477","affiliations":[{"raw_affiliation_string":"Simulacra Inc., Tokyo, Japan","institution_ids":["https://openalex.org/I2799829267"]},{"raw_affiliation_string":"The University of Tokyo, Bunky\u014d, Japan","institution_ids":["https://openalex.org/I153327471","https://openalex.org/I74801974"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Takehiro Takayanagi","orcid":"https://orcid.org/0009-0000-6467-8222"},"institutions":[{"id":"https://openalex.org/I153327471","display_name":"Bunkyo University","ror":"https://ror.org/053h75930","country_code":"JP","type":"education","lineage":["https://openalex.org/I153327471"]},{"id":"https://openalex.org/I2799829267","display_name":"Simula Research Laboratory","ror":"https://ror.org/00vn06n10","country_code":"NO","type":"facility","lineage":["https://openalex.org/I2799829267"]},{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP","NO"],"is_corresponding":false,"raw_author_name":"Takehiro Takayanagi","raw_affiliation_strings":["Simulacra Inc., Tokyo, Japan","The University of Tokyo, Bunky\u014d, Japan"],"raw_orcid":"https://orcid.org/0009-0000-6467-8222","affiliations":[{"raw_affiliation_string":"Simulacra Inc., Tokyo, Japan","institution_ids":["https://openalex.org/I2799829267"]},{"raw_affiliation_string":"The University of Tokyo, Bunky\u014d, Japan","institution_ids":["https://openalex.org/I153327471","https://openalex.org/I74801974"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Masahiro Suzuki","orcid":"https://orcid.org/0000-0001-8519-5617"},"institutions":[{"id":"https://openalex.org/I153327471","display_name":"Bunkyo University","ror":"https://ror.org/053h75930","country_code":"JP","type":"education","lineage":["https://openalex.org/I153327471"]},{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masahiro Suzuki","raw_affiliation_strings":["The University of Tokyo, Bunky\u014d, Japan"],"raw_orcid":"https://orcid.org/0000-0001-8519-5617","affiliations":[{"raw_affiliation_string":"The University of Tokyo, Bunky\u014d, Japan","institution_ids":["https://openalex.org/I153327471","https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":null,"display_name":"Kiyoshi Izumi","orcid":"https://orcid.org/0000-0003-0870-7310"},"institutions":[{"id":"https://openalex.org/I153327471","display_name":"Bunkyo University","ror":"https://ror.org/053h75930","country_code":"JP","type":"education","lineage":["https://openalex.org/I153327471"]},{"id":"https://openalex.org/I2799829267","display_name":"Simula Research Laboratory","ror":"https://ror.org/00vn06n10","country_code":"NO","type":"facility","lineage":["https://openalex.org/I2799829267"]},{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP","NO"],"is_corresponding":false,"raw_author_name":"Kiyoshi Izumi","raw_affiliation_strings":["Simulacra Inc., Tokyo, Japan","The University of Tokyo, Bunky\u014d, Japan"],"raw_orcid":"https://orcid.org/0000-0003-0870-7310","affiliations":[{"raw_affiliation_string":"Simulacra Inc., Tokyo, Japan","institution_ids":["https://openalex.org/I2799829267"]},{"raw_affiliation_string":"The University of Tokyo, Bunky\u014d, Japan","institution_ids":["https://openalex.org/I153327471","https://openalex.org/I74801974"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I153327471","https://openalex.org/I2799829267","https://openalex.org/I74801974"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":17.5491,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.99156291,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"20","last_page":"28"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.8748999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.8748999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.03480000048875809,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.020600000396370888,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/chart","display_name":"Chart","score":0.6570000052452087},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5835999846458435},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5776000022888184},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5727999806404114},{"id":"https://openalex.org/keywords/path","display_name":"Path (computing)","score":0.4799000024795532},{"id":"https://openalex.org/keywords/market-price","display_name":"Market price","score":0.3817000091075897},{"id":"https://openalex.org/keywords/behavioral-economics","display_name":"Behavioral economics","score":0.3621000051498413},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.34459999203681946}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7052000164985657},{"id":"https://openalex.org/C190812933","wikidata":"https://www.wikidata.org/wiki/Q28923","display_name":"Chart","level":2,"score":0.6570000052452087},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5835999846458435},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5776000022888184},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5727999806404114},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.4799000024795532},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43380001187324524},{"id":"https://openalex.org/C64112148","wikidata":"https://www.wikidata.org/wiki/Q160151","display_name":"Market price","level":2,"score":0.3817000091075897},{"id":"https://openalex.org/C109574028","wikidata":"https://www.wikidata.org/wiki/Q647525","display_name":"Behavioral economics","level":2,"score":0.3621000051498413},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.34459999203681946},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.319599986076355},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.3125},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.31209999322891235},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30820000171661377},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.2989000082015991},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.29750001430511475},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.29019999504089355},{"id":"https://openalex.org/C108215451","wikidata":"https://www.wikidata.org/wiki/Q7263963","display_name":"Simulation modeling","level":2,"score":0.2879999876022339},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.27810001373291016},{"id":"https://openalex.org/C3020054081","wikidata":"https://www.wikidata.org/wiki/Q1093521","display_name":"Path dependent","level":2,"score":0.2669000029563904},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.260699987411499},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.25589999556541443},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.25130000710487366}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-032-13562-9_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-13562-9_2","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1990060640","https://openalex.org/W2050032417","https://openalex.org/W2083722286","https://openalex.org/W2121681609","https://openalex.org/W2133756959","https://openalex.org/W2273968408","https://openalex.org/W2533084622","https://openalex.org/W3122912797","https://openalex.org/W3123579765","https://openalex.org/W4310099968","https://openalex.org/W4389200250","https://openalex.org/W4393383830","https://openalex.org/W4400360165"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-06-13T06:13:01.061226","created_date":"2025-12-14T00:00:00"}