Revolutionizing Market Simulation: An Unbiased Approach Using Neural Density Estimators
6 Sept 2025
Demonstrating a robust, unbiased, and scalable approach for two distinct theoretical models: zero intelligence and extended Chiarella.
The Future of Market Simulation: Why Unbiased, Data-Driven Calibration is Key
6 Sept 2025
This article discusses a robust new method for calibrating market simulators using a combination of neural density estimators and embedding networks.
Analyzing Historical Trading Data: Applying Simulation-Based Inference to HKEX
6 Sept 2025
This article validates a market simulation and calibration procedure using real-world historical data from the Hong Kong exchange (HKEX).
A Deeper Look: Parameter Calibration in a Complex Market Model (Extended Chiarella)
5 Sept 2025
Exploring the challenges and solutions of using MAFs and NSFs for high-dimensional parameter spaces.
Zero Intelligence (ZI) Trader Model: Parameter Recovery and Uncertainty Using NPE
5 Sept 2025
This article evaluates the effectiveness of simulation-based inference in recovering parameters for a Zero Intelligence (ZI) market model.
A Technical Guide to Simulating Market Models and Estimating Parameters
5 Sept 2025
This details the methodology, parameter settings, and computational resources used for accurate financial modeling.
Neural Posterior Estimation (NPE) for Accurate Market Model Parameter Inference
5 Sept 2025
This article details how neural density estimators, such as NPE, can accurately infer model parameters without the need for a likelihood function
Beyond Stylized Facts: Using an Embedding Network to Assess Market Simulator Fidelity
5 Sept 2025
This article explores a new, unbiased method for evaluating market simulators using an embedding network.
How to Build an Agent-Based Market Simulator
4 Sept 2025
This article explains how these models, from simple stochastic behavior to complex fundamental and momentum strategies, are used to test calibration routines.