Cover Image

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cao, Bokai, Lin, Xueyuan, Qi, Yiyan, Xu, Chengjin, Yang, Cehao, Guo, Jian
Format:	Preprint
Published:	2025
Subjects:	Computational Engineering, Finance, and Science Machine Learning Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

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

Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
by: Choudhary, Himanshu, et al.
Published: (2025)

Golden Touchstone: A Comprehensive Bilingual Benchmark for Evaluating Financial Large Language Models
by: Wu, Xiaojun, et al.
Published: (2024)

SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by: Purbey, Jebish, et al.
Published: (2024)

Pretrained Video Models as Differentiable Physics Simulators for Urban Wind Flows
by: Perini, Janne, et al.
Published: (2026)

CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024)

EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
by: Reis, Pedro, et al.
Published: (2025)

CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by: Shi, Yumeng, et al.
Published: (2025)

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

SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by: Wu, Qilong, et al.
Published: (2024)

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by: Zhu, Haoren, et al.
Published: (2024)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)

A Deep Learning Framework Integrating CNN and BiLSTM for Financial Systemic Risk Analysis and Prediction
by: Cheng, Yu, et al.
Published: (2025)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
by: Cheng, Qishuo, et al.
Published: (2024)

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

A Pretraining-Finetuning Computational Framework for Material Homogenization
by: Wang, Yizheng, et al.
Published: (2024)

DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
by: Daiya, Divyanshu, et al.
Published: (2024)

Integrating Domain Knowledge for Financial QA: A Multi-Retriever RAG Approach with LLMs
by: Zhang, Yukun, et al.
Published: (2025)

MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Decoding RWA Tokenized U.S. Treasuries: Functional Dissection and Address Role Inference
by: Luo, Junliang, et al.
Published: (2025)

MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by: Ter-Avanesov, Boris, et al.
Published: (2024)

Enhancing Financial Market Predictions: Causality-Driven Feature Selection
by: Liang, Wenhao, et al.
Published: (2024)

R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
by: Li, Yuante, et al.
Published: (2025)

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

Neural Modular Physics for Elastic Simulation
by: Li, Yifei, et al.
Published: (2025)

Enforcing the Principle of Locality for Physical Simulations with Neural Operators
by: Chen, Jiangce, et al.
Published: (2024)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)

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

Unleashing Expert Opinion from Social Media for Stock Prediction
by: Zhou, Wanyun, et al.
Published: (2025)

Transformer Encoder and Multi-features Time2Vec for Financial Prediction
by: Bui, Nguyen Kim Hai, et al.
Published: (2025)

PIVONet: A Physically-Informed Variational Neuro ODE Model for Efficient Advection-Diffusion Fluid Simulation
by: Cheung, Hei Shing, et al.
Published: (2026)

Modeling Market States with Clustering and State Machines
by: Oliva, Christian, et al.
Published: (2025)

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
by: Hu, Yifan, et al.
Published: (2025)

Which Company Adjustment Matter? Insights from Uplift Modeling on Financial Health
by: Wang, Xinlin, et al.
Published: (2025)

DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
by: Zhou, Wanyun, et al.
Published: (2025)

Large and Deep Factor Models
by: Kelly, Bryan, et al.
Published: (2024)