Contagion on the Trading Floor: How Adversarial Signals Spread in Multi-Agent Trading Systems
arXiv:2609.19789v1 Announce Type: new Abstract: Multi-agent trading systems built on large language models (LLMs) are beginning to appear in quantitative finance, yet their robustness to adversarial inputs is largely unknown. We study the…
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Published1 d ago (Fri, 18 Sep 2026 04:00:00 GMT)
RetrievedFri, 18 Sep 2026 08:00:48 GMT via rss
ClassifiedFri, 18 Sep 2026 08:01:04 GMT by heuristic
AuthorQi Rong Sua, Junhao Dong, Nguyen Duc Thai, Yuqing Wen, Cheston Tan, Yew-Soon Ong