Towards Calibrating Financial Market Simulators with High-Frequency DataOA
Towards Calibrating Financial Market Simulators with High-Frequency Data
Peng Yang;Junji Ren;Feng Wang;Ke Tang
Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation,Department of Computer Science and Engineering,Southern University of Science and Technology,Shenzhen 518055,ChinaGuangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation,Department of Computer Science and Engineering,Southern University of Science and Technology,Shenzhen 518055,ChinaSchool of Computer Science,Wuhan University,Wuhan 430072,ChinaGuangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation,Department of Computer Science and Engineering,Southern University of Science and Technology,Shenzhen 518055,China
financial market simulationblack-box model calibrationmulti-modal optimizationfinancial data synthesisagent-based modeling
financial market simulationblack-box model calibrationmulti-modal optimizationfinancial data synthesisagent-based modeling
《复杂系统建模与仿真（英文）》 2025 (4)
388-403,16
This work was supported by the National Natural Science Foundation of China(Nos.62272210,62250710682,and 62331014).
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