Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
Fuente:
arXiv
Guardado en:
| Autores principales: | Xia, Haochong, Li, Simin, Xu, Ruixiao, Zhang, Zhixia, Wang, Hongxiang, Liu, Zhiqian, Long, Teng Yao, Qin, Molei, Zong, Chuqiao, An, Bo |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
por: Xia, Haochong, et al.
Publicado: (2026)
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)
por: Zong, Chuqiao, et al.
Publicado: (2024)
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
por: Xia, Haochong, et al.
Publicado: (2023)
por: Xia, Haochong, et al.
Publicado: (2023)
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
por: Zhang, Wentao, et al.
Publicado: (2024)
por: Zhang, Wentao, et al.
Publicado: (2024)
Strategic Learning and Trading in Broker-Mediated Markets
por: Aqsha, Alif, et al.
Publicado: (2024)
por: Aqsha, Alif, et al.
Publicado: (2024)
Agent-based Liquidity Risk Modelling for Financial Markets
por: Vytelingum, Perukrishnen, et al.
Publicado: (2025)
por: Vytelingum, Perukrishnen, et al.
Publicado: (2025)
Optimal Trading in Automated Market Makers with Deep Learning
por: Jaimungal, Sebastian, et al.
Publicado: (2023)
por: Jaimungal, Sebastian, et al.
Publicado: (2023)
MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
por: Chen, Yang, et al.
Publicado: (2025)
por: Chen, Yang, et al.
Publicado: (2025)
Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
por: Chen, Kai-Yuan, et al.
Publicado: (2025)
por: Chen, Kai-Yuan, et al.
Publicado: (2025)
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
por: Hubert, Emma, et al.
Publicado: (2026)
por: Hubert, Emma, et al.
Publicado: (2026)
Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
por: Svozil, Karl
Publicado: (2026)
por: Svozil, Karl
Publicado: (2026)
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
por: Wheeler, Aaron, et al.
Publicado: (2024)
por: Wheeler, Aaron, et al.
Publicado: (2024)
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
por: Albers, Jakob, et al.
Publicado: (2025)
por: Albers, Jakob, et al.
Publicado: (2025)
Market Inefficiency in Cryptoasset Markets
por: Hasbrouck, Joel, et al.
Publicado: (2026)
por: Hasbrouck, Joel, et al.
Publicado: (2026)
A Modern Paradigm for Algorithmic Trading
por: Glattfelder, James B., et al.
Publicado: (2025)
por: Glattfelder, James B., et al.
Publicado: (2025)
Model Predictive Control For Trade Execution
por: McAuliffe, Thomas P., et al.
Publicado: (2026)
por: McAuliffe, Thomas P., et al.
Publicado: (2026)
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
por: Suchato, Jirat, et al.
Publicado: (2024)
por: Suchato, Jirat, et al.
Publicado: (2024)
An End-To-End LLM Enhanced Trading System
por: Zhou, Ziyao, et al.
Publicado: (2025)
por: Zhou, Ziyao, et al.
Publicado: (2025)
Trading with market resistance and concave price impact
por: De Carvalho, Nathan, et al.
Publicado: (2026)
por: De Carvalho, Nathan, et al.
Publicado: (2026)
The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
por: Zhou, Cong
Publicado: (2024)
por: Zhou, Cong
Publicado: (2024)
China and G7 in the Current Context of the World Trading
por: Gonchar, N. S., et al.
Publicado: (2025)
por: Gonchar, N. S., et al.
Publicado: (2025)
Concentrated Superelliptical Market Maker
por: Tolstikov, Vasily
Publicado: (2024)
por: Tolstikov, Vasily
Publicado: (2024)
Price Discovery in Cryptocurrency Markets
por: Pascual, Juan Plazuelo, et al.
Publicado: (2025)
por: Pascual, Juan Plazuelo, et al.
Publicado: (2025)
To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
por: Bergault, Philippe, et al.
Publicado: (2025)
por: Bergault, Philippe, et al.
Publicado: (2025)
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
por: Krestenko, Anatoly, et al.
Publicado: (2026)
por: Krestenko, Anatoly, et al.
Publicado: (2026)
Arbitrage Analysis in Polymarket NBA Markets
por: Cheng, Guang, et al.
Publicado: (2026)
por: Cheng, Guang, et al.
Publicado: (2026)
Optimal Execution and Macroscopic Market Making
por: Guo, Ivan, et al.
Publicado: (2025)
por: Guo, Ivan, et al.
Publicado: (2025)
Automated Market Making and Decentralized Finance
por: Monga, Marcello
Publicado: (2024)
por: Monga, Marcello
Publicado: (2024)
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
por: Bhatia, Sid, et al.
Publicado: (2024)
por: Bhatia, Sid, et al.
Publicado: (2024)
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
por: Glattfelder, James B., et al.
Publicado: (2024)
por: Glattfelder, James B., et al.
Publicado: (2024)
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
por: Xu, Ziyi, et al.
Publicado: (2024)
por: Xu, Ziyi, et al.
Publicado: (2024)
Bootstrapping Liquidity in BTC-Denominated Prediction Markets
por: Shabashev, Fedor
Publicado: (2025)
por: Shabashev, Fedor
Publicado: (2025)
Option Market Making via Reinforcement Learning
por: Fang, Zhou, et al.
Publicado: (2023)
por: Fang, Zhou, et al.
Publicado: (2023)
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
por: Zhang, Yichi, et al.
Publicado: (2025)
por: Zhang, Yichi, et al.
Publicado: (2025)
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
por: Stempień, Dominik, et al.
Publicado: (2025)
por: Stempień, Dominik, et al.
Publicado: (2025)
Agent-Based Simulation of a Perpetual Futures Market
por: Rao, Ramshreyas
Publicado: (2025)
por: Rao, Ramshreyas
Publicado: (2025)
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
por: Barbon, Andrea, et al.
Publicado: (2021)
por: Barbon, Andrea, et al.
Publicado: (2021)
Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
por: Karbalaii, Mahya
Publicado: (2025)
por: Karbalaii, Mahya
Publicado: (2025)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
por: Chávez-Casillas, Jonathan, et al.
Publicado: (2024)
por: Chávez-Casillas, Jonathan, et al.
Publicado: (2024)
FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
por: Benhenda, Mostapha
Publicado: (2025)
por: Benhenda, Mostapha
Publicado: (2025)
Ejemplares similares
-
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) -
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
por: Xia, Haochong, et al.
Publicado: (2023) -
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
por: Zhang, Wentao, et al.
Publicado: (2024) -
Strategic Learning and Trading in Broker-Mediated Markets
por: Aqsha, Alif, et al.
Publicado: (2024)