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2311.11913
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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
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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
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
Patrick W Cannon
Daniel Ward
Sebastian M. Schmon
54
36
0
05 Sep 2022
The frontier of simulation-based inference
Kyle Cranmer
Johann Brehmer
Gilles Louppe
AI4CE
129
834
0
04 Nov 2019
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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