1 citations · 1 across the 1 of their papers we have counts for
3 papers
q-fin.CP2024
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Junjie Li, Yang Liu, Weiqing Liu +4
Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-…
cs.CE2024
Controllable Financial Market Generation with Diffusion Guided Meta Agent
Yu-Hao Huang, Chang Xu, Yang Liu +3
Generative modeling has transformed many fields, such as language and visual modeling, while its application in financial markets remains under-explored. As the minimal unit within…
q-fin.ST2023★ 1 cited
Microstructure-Empowered Stock Factor Extraction and Utilization
Xianfeng Jiao, Zizhong Li, Chang Xu +3
High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information…