Imagen de Portada

Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Xia, Haochong, Sun, Shuo, Wang, Xinrun, An, Bo
Formato:	Preprint
Publicado:	2023
Materias:	Machine Learning Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
por: Xia, Haochong, et al.
Publicado: (2026)

History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
por: Xia, Haochong, et al.
Publicado: (2026)

MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
por: Zong, Chuqiao, et al.
Publicado: (2024)

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
por: Zhang, Wentao, et al.
Publicado: (2024)

Learning the Market: Sentiment-Based Ensemble Trading Agents
por: Ye, Andrew, et al.
Publicado: (2024)

FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
por: Hossain, Mabsur Fatin Bin, et al.
Publicado: (2024)

Agent-based Liquidity Risk Modelling for Financial Markets
por: Vytelingum, Perukrishnen, et al.
Publicado: (2025)

Enhancing Financial Data Visualization for Investment Decision-Making
por: Patel, Nisarg, et al.
Publicado: (2023)

Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
por: Xu, Jing, et al.
Publicado: (2024)

Market Inefficiency in Cryptoasset Markets
por: Hasbrouck, Joel, et al.
Publicado: (2026)

When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
por: Jafree, Ali Raza, et al.
Publicado: (2025)

FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
por: Wang, Yanlong, et al.
Publicado: (2025)

MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
por: Wheeler, Aaron, et al.
Publicado: (2024)

Supervised Autoencoder MLP for Financial Time Series Forecasting
por: Bieganowski, Bartosz, et al.
Publicado: (2024)

The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
por: Zhou, Cong
Publicado: (2024)

Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
por: Ramdas, Tejas, et al.
Publicado: (2024)

Concentrated Superelliptical Market Maker
por: Tolstikov, Vasily
Publicado: (2024)

Price Discovery in Cryptocurrency Markets
por: Pascual, Juan Plazuelo, et al.
Publicado: (2025)

Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
por: Saly-Kaufmann, Adir, et al.
Publicado: (2026)

Arbitrage Analysis in Polymarket NBA Markets
por: Cheng, Guang, et al.
Publicado: (2026)

Optimal Execution and Macroscopic Market Making
por: Guo, Ivan, et al.
Publicado: (2025)

Automated Market Making and Decentralized Finance
por: Monga, Marcello
Publicado: (2024)

Option Market Making via Reinforcement Learning
por: Fang, Zhou, et al.
Publicado: (2023)

Strategic Learning and Trading in Broker-Mediated Markets
por: Aqsha, Alif, et al.
Publicado: (2024)

Bootstrapping Liquidity in BTC-Denominated Prediction Markets
por: Shabashev, Fedor
Publicado: (2025)

Optimal Trading in Automated Market Makers with Deep Learning
por: Jaimungal, Sebastian, et al.
Publicado: (2023)

Agent-Based Simulation of a Perpetual Futures Market
por: Rao, Ramshreyas
Publicado: (2025)

On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
por: Barbon, Andrea, et al.
Publicado: (2021)

DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
por: Wang, Zhuohan, et al.
Publicado: (2025)

The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
por: Maitrier, Guillaume, et al.
Publicado: (2025)

Can Artificial Intelligence Trade the Stock Market?
por: Maskiewicz, Jędrzej, et al.
Publicado: (2025)

Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
por: Karbalaii, Mahya
Publicado: (2025)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
por: Chávez-Casillas, Jonathan, et al.
Publicado: (2024)

Joint Bidding on Intraday and Frequency Containment Reserve Markets
por: Zhang, Yiming, et al.
Publicado: (2025)

Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
por: Chen, Kai-Yuan, et al.
Publicado: (2025)

Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
por: Rola, Przemysław
Publicado: (2025)

Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
por: Sneller, Lucas Marques
Publicado: (2025)

Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
por: Hubert, Emma, et al.
Publicado: (2026)

Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
por: Drossos, Thanos, et al.
Publicado: (2025)

Diverse Approaches to Optimal Execution Schedule Generation
por: de Witt, Robert, et al.
Publicado: (2026)