PTMC is a proposed Monte Carlo estimator that generates market-outcome distributions by simulating continuous double-auction interactions among persona-conditioned neural-policy bots whose heterogeneity is drawn from a learned distribution.
Bayesian neural networks for stock price forecasting before and during COVID-19 pandemic
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Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book
PTMC is a proposed Monte Carlo estimator that generates market-outcome distributions by simulating continuous double-auction interactions among persona-conditioned neural-policy bots whose heterogeneity is drawn from a learned distribution.