5 papers
Posterior Distribution-assisted Evolutionary Dynamic Optimization as an Online Calibrator for Complex Social Simulations
Peng Yang, Zhenhua Yang, Boquan Jiang +3
The calibration of simulators for complex social systems aims to identify the optimal parameter that drives the output of the simulator best matching the target data observed from…
Calibrating Agent-Based Financial Markets Simulators with Pretrainable Automatic Posterior Transformation-Based Surrogates
Boquan Jiang, Zhenhua Yang, Chenkai Wang +3
Calibrating Agent-Based Models (ABMs) is an important optimization problem for simulating the complex social systems, where the goal is to identify the optimal parameter of a given…
Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
Junjie Zhao, Chengxi Zhang, Chenkai Wang +1
Reinforcement learning (RL) has successfully automated the complex process of mining formulaic alpha factors, for creating interpretable and profitable investment strategies. Howev…
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
Chenkai Wang, Junji Ren, Peng Yang
The non-identifiability issue has been frequently reported in social simulation works, where different parameters of an agent-based simulation model yield indistinguishable simulat…
Preference Aligned Diffusion Planner for Quadrupedal Locomotion Control
Xinyi Yuan, Zhiwei Shang, Zifan Wang +7
Diffusion models demonstrate superior performance in capturing complex distributions from large-scale datasets, providing a promising solution for quadrupedal locomotion control. H…