Towards Realistic Market Simulations: a Generative Adversarial Networks Approach

25 October 2021

Papers citing "Towards Realistic Market Simulations: a Generative Adversarial Networks Approach"

23 / 23 papers shown

Title
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator Bokai Cao Xueyuan Lin Yiyan Qi Chengjin Xu Cehao Yang Jian Guo 45 0 0 23 Mar 2025
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 42 0 0 12 Feb 2025
TRADES: Generating Realistic Market Simulations with Diffusion Models Leonardo Berti Bardh Prenkaj Paola Velardi DiffM 106 1 0 31 Jan 2025
TimeDP: Learning to Generate Multi-Domain Time Series with Domain Prompts Yu Huang Chang Xu Yueying Wu Wu-Jun Li Jiang Bian DiffM 45 3 0 10 Jan 2025
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio Stephan Eckstein Songyan Hou AI4TS 30 2 0 05 Nov 2024
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model Junjie Li Yang Liu Weiqing Liu Shikai Fang Lewen Wang Chang Xu Jiang Bian VGen 46 4 0 04 Sep 2024
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 42 4 0 14 Jun 2024
CNN-DRL with Shuffled Features in Finance Sina Montazeri Akram Mirzaeinia Amir Mirzaeinia 37 4 0 16 Jan 2024
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks Namid R Stillman R. Baggott Justin Lyon Jianfei Zhang Dingqui Zhu Tao Chen Perukrishnen Vytelingum 27 1 0 20 Nov 2023
INTAGS: Interactive Agent-Guided Simulation Song Wei Andrea Coletta Svitlana Vyetrenko T. Balch 24 1 0 04 Sep 2023
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network Peer Nagy Sascha Frey Silvia Sapora Kang Li Anisoara Calinescu Stefan Zohren Jakob Foerster 19 16 0 23 Aug 2023
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Matteo Prata Giuseppe Masi Leonardo Berti Viviana Arrigoni Andrea Coletta Irene Cannistraci Svitlana Vyetrenko Paola Velardi N. Bartolini 27 8 0 05 Jul 2023
On the Constrained Time-Series Generation Problem Andrea Coletta Sriram Gopalakrishnan Daniel Borrajo Svitlana Vyetrenko DiffM AI4TS 31 36 0 04 Jul 2023
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness Andrea Coletta Joseph Jerome Rahul Savani Svitlana Vyetrenko 35 17 0 22 Jun 2023
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 43 24 0 25 May 2023
Dynamic Datasets and Market Environments for Financial Reinforcement Learning Xiao-Yang Liu Ziyi Xia Hongyang Yang Jiechao Gao Daochen Zha Ming Zhu Chris Wang Zhaoran Wang Jian Guo OffRL 32 27 0 25 Apr 2023
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs Andrea Coletta Svitlana Vyetrenko T. Balch OffRL 21 8 0 23 Feb 2023
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets Peer Nagy Jan-Peter Calliess S. Zohren 26 3 0 20 Jan 2023
Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence Jian Guo Sai Wang L. Ni H. Shum AIFin 19 8 0 13 Dec 2022
Learning to simulate realistic limit order book markets from data as a World Agent Andrea Coletta Aymeric Moulin Svitlana Vyetrenko T. Balch 10 39 0 26 Sep 2022
HyperTime: Implicit Neural Representation for Time Series Elizabeth Fons Alejandro Sztrajman Yousef El-Laham Alexandros Iosifidis Svitlana Vyetrenko AI4TS 35 21 0 11 Aug 2022
A Modular Framework for Reinforcement Learning Optimal Execution Fernando de Meer Pardo Christoph Auth F. Dascalu OffRL 18 0 0 11 Aug 2022
SDE approximations of GANs training and its long-run behavior Haoyang Cao Xin Guo 31 1 0 03 Jun 2020