Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Chenkai, Ren, Junji, Yang, Peng |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Towards Calibrating Financial Market Simulators with High-frequency Data
by: Yang, Peng, et al.
Published: (2025)
by: Yang, Peng, et al.
Published: (2025)
EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
by: Zhong, Muyao, et al.
Published: (2026)
by: Zhong, Muyao, et al.
Published: (2026)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)
by: Cao, Bokai, et al.
Published: (2025)
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)
by: Fan, Tianyu, et al.
Published: (2025)
SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation
by: Li, Yuanzhe, et al.
Published: (2024)
by: Li, Yuanzhe, et al.
Published: (2024)
TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
by: Yang, Yuzhe, et al.
Published: (2025)
by: Yang, Yuzhe, et al.
Published: (2025)
Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
by: Perera, Linuk
Published: (2025)
by: Perera, Linuk
Published: (2025)
Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)
by: Wheeler, Aaron, et al.
Published: (2023)
Time Series Foundation Models for Multivariate Financial Time Series Forecasting
by: Marconi, Ben A.
Published: (2025)
by: Marconi, Ben A.
Published: (2025)
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)
by: Li, Junjie, et al.
Published: (2024)
Forward-Oriented Causal Observables for Non-Stationary Financial Markets
by: Souza, Lucas A.
Published: (2025)
by: Souza, Lucas A.
Published: (2025)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)
by: Hirsch, Simon, et al.
Published: (2023)
Causality-Inspired Models for Financial Time Series Forecasting
by: Oliveira, Daniel Cunha, et al.
Published: (2024)
by: Oliveira, Daniel Cunha, et al.
Published: (2024)
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by: Halperin, Igor
Published: (2025)
by: Halperin, Igor
Published: (2025)
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)
by: Gregnanin, Marco, et al.
Published: (2026)
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
by: Sadeghi, Agathe, et al.
Published: (2023)
by: Sadeghi, Agathe, et al.
Published: (2023)
From Flat to Hierarchical: Evolving Tree-structured Thoughts for Fine-grained Alpha Mining
by: Ren, Junji, et al.
Published: (2025)
by: Ren, Junji, et al.
Published: (2025)
Can GANs Learn the Stylized Facts of Financial Time Series?
by: Kwon, Sohyeon, et al.
Published: (2024)
by: Kwon, Sohyeon, et al.
Published: (2024)
Monte-Carlo Simulations of the First Passage Time for Multivariate Jump-Diffusion Processes in Financial Applications
by: Zhang, Di, et al.
Published: (2007)
by: Zhang, Di, et al.
Published: (2007)
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)
by: Lesniewski, Andrew, et al.
Published: (2024)
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by: Souza, Lucas A.
Published: (2026)
by: Souza, Lucas A.
Published: (2026)
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
by: Liu, Chen, et al.
Published: (2023)
by: Liu, Chen, et al.
Published: (2023)
DPFedBank: Crafting a Privacy-Preserving Federated Learning Framework for Financial Institutions with Policy Pillars
by: He, Peilin, et al.
Published: (2024)
by: He, Peilin, et al.
Published: (2024)
Agent-Based Simulation of a Financial Market with Large Language Models
by: Hashimoto, Ryuji, et al.
Published: (2025)
by: Hashimoto, Ryuji, et al.
Published: (2025)
Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)
by: Wang, Mengyu, et al.
Published: (2024)
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
by: Hashimoto, Ryuji, et al.
Published: (2025)
by: Hashimoto, Ryuji, et al.
Published: (2025)
CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation
by: Tanaka, Yuki, et al.
Published: (2025)
by: Tanaka, Yuki, et al.
Published: (2025)
Financial Fine-tuning a Large Time Series Model
by: Fu, Xinghong, et al.
Published: (2024)
by: Fu, Xinghong, et al.
Published: (2024)
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)
by: Wu, Yurui, et al.
Published: (2026)
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by: Cho, So-Yoon, et al.
Published: (2025)
by: Cho, So-Yoon, et al.
Published: (2025)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Transfer Learning in Financial Time Series with Gramian Angular Field
by: Long, Hou-Wan, et al.
Published: (2025)
by: Long, Hou-Wan, et al.
Published: (2025)
FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis
by: Xu, Wenyan, et al.
Published: (2025)
by: Xu, Wenyan, et al.
Published: (2025)
A Generative Adversarial Graph Neural Network for Synthetic Time Series Data
by: Gregnanin, Marco, et al.
Published: (2026)
by: Gregnanin, Marco, et al.
Published: (2026)
Time Series Augmented Generation for Financial Applications
by: Kolonin, Anton, et al.
Published: (2026)
by: Kolonin, Anton, et al.
Published: (2026)
Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)
by: Lalor, Luca, et al.
Published: (2024)
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)
by: Lopez-Lira, Alejandro
Published: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Similar Items
-
Towards Calibrating Financial Market Simulators with High-frequency Data
by: Yang, Peng, et al.
Published: (2025) -
EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
by: Zhong, Muyao, et al.
Published: (2026) -
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025) -
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025) -
SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation
by: Li, Yuanzhe, et al.
Published: (2024)