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q-fin.TR2024
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
Aaron Wheeler, Jeffrey D. Varner
This work presents a generative pre-trained transformer (GPT) designed for modeling financial time series. The GPT functions as an order generation engine within a discrete event s…
q-fin.TR2024★ 1 cited
Scalable Agent-Based Modeling for Complex Financial Market Simulations
Aaron Wheeler, Jeffrey D. Varner
In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and lever…