7 citations · 8 across the 4 of their papers we have counts for
4 papers
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-…
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…
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…
Learning Differential Operators for Interpretable Time Series Modeling
Yingtao Luo, Chang Xu, Yang Liu +3
Modeling sequential patterns from data is at the core of various time series forecasting tasks. Deep learning models have greatly outperformed many traditional models, but these bl…