AI RESEARCH
Dissecting AI Trading: Behavioral Finance and Market Bubbles
arXiv CS.AI
•
ArXi:2604.18373v1 Announce Type: cross We study how AI agents form expectations and trade in experimental asset markets. Using a simulated open-call auction populated by autonomous Large Language Model (LLM) agents, we document three main findings. First, AI agents exhibit classic behavioral patterns: a pronounced disposition effect and recency-weighted extrapolative beliefs.