:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Lalor, Luca, Swishchuk, Anatoliy
Format:	Preprint
Published:	2024
Subjects:	Computational Finance
Online Access:	https://arxiv.org/abs/2409.12721
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)

Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)

Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by: Lalor, Luca, et al.
Published: (2024)

Variance-Hawkes Process and its Application to Energy Markets
by: McGillivray, Joshua, et al.
Published: (2024)

Self-Exciting Random Evolutions (SEREs) and their Applications (Version 2)
by: Swishchuk, Anatoliy
Published: (2024)

Adverse Selection in Corporate Loan Markets
by: MEHDI BEYHAGHI, et al.
Published: (2025)

The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
by: Farzulla, Murad
Published: (2026)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)

TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
by: Yang, Yuzhe, et al.
Published: (2025)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
by: Dalen, Shaw
Published: (2025)

Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by: Souza, Lucas A.
Published: (2026)

Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
by: Hirano, Masanori
Published: (2024)

Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
by: Hashimoto, Ryuji, et al.
Published: (2025)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)

EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
by: Zhong, Muyao, et al.
Published: (2026)

Towards Calibrating Financial Market Simulators with High-frequency Data
by: Yang, Peng, et al.
Published: (2025)

Towards Causal Market Simulators
by: Thumm, Dennis, et al.
Published: (2025)

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

Revisiting Cont's Stylized Facts for Modern Stock Markets
by: Ratliff-Crain, Ethan, et al.
Published: (2023)

Tokenized but Illiquid? Evidence from Real-World Asset Markets
by: Mafrur, Rischan
Published: (2026)

Agent-Based Simulation of a Financial Market with Large Language Models
by: Hashimoto, Ryuji, et al.
Published: (2025)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
by: Wang, Chenkai, et al.
Published: (2024)

SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation
by: Li, Yuanzhe, et al.
Published: (2024)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)

UAMM: Price-oracle based Automated Market Maker
by: Im, Daniel Jiwoong, et al.
Published: (2023)

Algorithm Selection in Short-Range Molecular Dynamics Simulations
by: Newcome, Samuel James, et al.
Published: (2025)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
by: Li, Yang, et al.
Published: (2025)

Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing
by: Dimitrov, Mara Kalicanin, et al.
Published: (2025)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

The Hype Index: an NLP-driven Measure of Market News Attention
by: Cao, Zheng, et al.
Published: (2025)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)