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Deep Calibration of Market Simulations using Neural Density Estimators
  and Embedding Networks

Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks

20 November 2023
Namid R Stillman
R. Baggott
Justin Lyon
Jianfei Zhang
Dingqui Zhu
Tao Chen
Perukrishnen Vytelingum
ArXivPDFHTML

Papers citing "Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks"

4 / 4 papers shown
Title
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
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
72
4
0
04 Sep 2024
Investigating the Impact of Model Misspecification in Neural
  Simulation-based Inference
Investigating the Impact of Model Misspecification in Neural Simulation-based Inference
Patrick W Cannon
Daniel Ward
Sebastian M. Schmon
54
36
0
05 Sep 2022
The frontier of simulation-based inference
The frontier of simulation-based inference
Kyle Cranmer
Johann Brehmer
Gilles Louppe
AI4CE
124
834
0
04 Nov 2019
ABIDES: Towards High-Fidelity Market Simulation for AI Research
ABIDES: Towards High-Fidelity Market Simulation for AI Research
David Byrd
Maria Hybinette
T. Balch
41
67
0
26 Apr 2019
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