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Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks
International Conference on AI in Finance (ICAF), 2023
20 November 2023
Namid R Stillman
R. Baggott
Justin Lyon
Jianfei Zhang
Dingqui Zhu
Tao Chen
Perukrishnen Vytelingum
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Papers citing
"Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks"
2 / 2 papers shown
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
Ollie Olby
Andreea Bacalum
R. Baggott
Namid R Stillman
114
0
0
25 Oct 2025
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
International Conference on Learning Representations (ICLR), 2024
Junjie Li
Yang Liu
Yuante Li
Shikai Fang
Lewen Wang
Chang Xu
Jiang Bian
VGen
403
23
0
04 Sep 2024
1
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