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Deep Calibration of Market Simulations using Neural Density Estimators
  and Embedding Networks
v1v2 (latest)

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
ArXiv (abs)PDFHTMLGithub

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
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
MarS: a Financial Market Simulation Engine Powered by Generative Foundation ModelInternational 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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