Revolutionizing Market Simulation: An Unbiased Approach Using Neural Density Estimators Post date September 6, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, embedding-networks, limit-order-book-dynamics, market-simulator, neural-density-estimators, simulation-based-inference, stock-market
The Future of Market Simulation: Why Unbiased, Data-Driven Calibration is Key Post date September 6, 2025 Post author By Market Crash Post categories In agent-based-models, continuous-double-auction, deep-learning-in-finance, embedding-networks, limit-order-book-dynamics, market-simulator, neural-density-estimators, stock-market
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
A Deeper Look: Parameter Calibration in a Complex Market Model (Extended Chiarella) Post date September 5, 2025 Post author By Market Crash Post categories In agent-based-models, continuous-double-auction, deep-learning-in-finance, embedding-networks, market-simulator, neural-density-estimators, stock-market, the-chiarella-model-explained
Zero Intelligence (ZI) Trader Model: Parameter Recovery and Uncertainty Using NPE Post date September 5, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, limit-order-book-dynamics, market-simulator, neural-density-estimators, quantitative-finance, stock-market, zero-intelligance-model
A Technical Guide to Simulating Market Models and Estimating Parameters Post date September 5, 2025 Post author By Market Crash Post categories In agent-based-models, bayesian-networks, deep-learning-in-finance, embedding-networks, market-simulator, quantitative-finance, simulation-based-inference, trading-simulation
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
Beyond Stylized Facts: Using an Embedding Network to Assess Market Simulator Fidelity Post date September 5, 2025 Post author By Market Crash Post categories In algorithmic-trading, continuous-double-auction, deep-learning-in-finance, embedding-networks, financial-data, market-simulator, neural-density-estimators, stock-market
How to Build an Agent-Based Market Simulator Post date September 4, 2025 Post author By Market Crash Post categories In agent-based-models, continuous-double-auction, deep-learning-in-finance, embedding-networks, finance, market-simulator, neural-density-estimators, simulation-based-inference
Methods for Calibrating Agent-Based Market Simulators Post date September 4, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, embedding-networks, finance, limit-order-book-dynamics, market-simulator, neural-density-estimators, simulation-based-inference
Deep Learning for Market Simulation: Calibrating Agent-Based Models Post date September 3, 2025 Post author By Market Crash Post categories In agent-based-models, deep-learning-in-finance, embedding-networks, fintech, limit-order-book-dynamics, market-simulator, neural-density-estimators, simulation-based-inference
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