papersSEP 12 04:00 UTC
Paper Examines How Adversarial Trading Behavior Spreads Across Agents
A new arXiv paper argues that checking individual transactions is insufficient for spotting manipulation, because adversarial market behavior can be spread across multiple messages, agents, assets, and time. The authors study this interpretation gap using a virtual exchange populated by ten role-conditioned agents, aiming to move beyond transaction-level controls toward market-wide analysis. The work is relevant to those building or auditing autonomous financial agents.