1 citations · 4 across the 16 of their papers we have counts for
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cs.MA2023★ 1 cited
Interventionally Consistent Surrogates for Agent-based Simulators
Joel Dyer, Nicholas Bishop, Yorgos Felekis +4
Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelit…
q-fin.TR2023★ 1 cited
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
Peer Nagy, Sascha Frey, Silvia Sapora +4
Developing a generative model of realistic order flow in financial markets is a challenging open problem, with numerous applications for market participants. Addressing this, we pr…