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"Deep Calibration of Market Simulations using Neural Density Estimators and ..."

Namid R. Stillman et al. (2023)

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DOI: 10.48550/ARXIV.2311.11913

access: open

type: Informal or Other Publication

metadata version: 2023-11-23

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  dblp key:
  - journals/corr/abs-2311-11913
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  - https://dblp.org/rec/journals/corr/abs-2311-11913
Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqiu Zhu, Tao Chen, Perukrishnen Vytelingum:
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. CoRR abs/2311.11913 (2023)

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