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Author:
Affiliation:
1. J. P. Morgan AI Research
2. J. P. Morgan AI Research and Georgia Institute of Technology
3. Georgia Institute of Technology
4. J. P. Morgan AI Research and Imperial College, London, UK
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3383455.3422561
Reference53 articles.
1. Order Flow, Transaction Clock, and Normality of Asset Returns
Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Evolutionary Dynamic Optimization-Based Calibration Framework for Agent-Based Financial Market Simulators;2024 IEEE Congress on Evolutionary Computation (CEC);2024-06-30
2. Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model;Intelligent Systems in Accounting, Finance and Management;2024-04-05
3. Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience;2023 Winter Simulation Conference (WSC);2023-12-10
4. JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading;4th ACM International Conference on AI in Finance;2023-11-25
5. On Correlated Stock Market Time Series Generation;4th ACM International Conference on AI in Finance;2023-11-25
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