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View a PDF of the paper titled Simulating Financial Market via Large Language Model based Age... which first constructs a simulated stock market with a real order matching system. Then, we propos...
Abstract: The absence of arbitrages of the first kind, a weakening of the ``No Free Lunch with Vanishing Risk'' condition, is analyzed in a general semimartingale financial market model. In the spirit of ...
Abstract: The electricity market clearing is usually implemented via an open-loop predict-then-optimize (O-PO) process: it first predicts the available power of renewable energy sources (RES) and the...
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