The Evolution of Econometric Modeling: A Guide to Influential Papers on Panel Data Post date September 10, 2025 Post author By Loss Function Technology Post categories In bayesian-inference, econometrics, empirical-bayes, financial-modeling, income-dynamics, loss-function, panel-data, statistical-modeling
Analyzing Historical Trading Data: Applying Simulation-Based Inference to HKEX Post date September 6, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, embedding-networks, financial-modeling, limit-order-book-dynamics, market-simulator, neural-density-estimators, stock-market
Neural Posterior Estimation (NPE) for Accurate Market Model Parameter Inference Post date September 5, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, embedding-networks, financial-modeling, limit-order-book-dynamics, market-simulator, neural-networks, stock-market
The Evolution of Market Simulators: From Stigler to Deep Learning Post date September 3, 2025 Post author By Market Crash Post categories In continuous-double-auction, deep-learning-in-finance, embedding-networks, financial-modeling, limit-order-book-dynamics, market-simulation, neural-density-estimators, stock-market
The Zen of Building Financial Models: 9 Tips for Startup Founders Post date October 26, 2021 Post author By Jawwad Farid Post categories In business-strategy, finance, financial-modeling, founder-advice, founder-tips, founders, model-building, startup
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