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Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators., , and . CoRR, (2021)LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study., , , , , , , , and . CoRR, (2023)Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response., and . CoRR, (2019)LLM-driven Imitation of Subrational Behavior : Illusion or Reality?, , , , and . CoRR, (2024)Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach., , and . CoRR, (2023)On the Constrained Time-Series Generation Problem., , , and . CoRR, (2023)Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections., , , , , , and . ICAIF, page 498-506. ACM, (2023)K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs., , and . ICML, volume 202 of Proceedings of Machine Learning Research, page 6343-6363. PMLR, (2023)A Model-Based Synthetic Stock Price Time Series Generation Framework., , and . CoRR, (2023)Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set., , , , , and . CoRR, (2021)