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09/04/2023
ATMS: Algorithmic Trading-Guided Market Simulation
The effective construction of an Algorithmic Trading (AT) strategy often...
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07/04/2023
On the Constrained Time-Series Generation Problem
Synthetic time series are often used in practical applications to augmen...
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06/22/2023
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
Limit order books are a fundamental and widespread market mechanism. Thi...
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02/23/2023
K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs
Learning agent behaviors from observational data has shown to improve ou...
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09/26/2022
Learning to simulate realistic limit order book markets from data as a World Agent
Multi-agent market simulators usually require careful calibration to emu...
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10/25/2021
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
Simulated environments are increasingly used by trading firms and invest...
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03/18/2020
