Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

Trend · papers per month

70141211281 · May 202619922001200920172026
48 results for language simulation

We present DiffTaichi, a new differentiable programming language tailored for building high-performance differentiable physical simulators. Based on an imperative programming language, DiffTaichi generates gradients of simulation steps using source code transformations that preserve arithmetic intensity and parallelism…

2019-10-01abs ↗pdf ↗

Framework synthesizes programs for simulating complex models and estimating parameters.

problem Parameter estimation for complex models requires manual encoding of fixed model structures.
method Combines LLMs for program synthesis with neural simulation-based inference.
result Identifies plausible model families from open-ended prompts with high accuracy.

LLMs simulate financial markets, revealing consistent trading strategies and market dynamics.

problem Testing financial theories with AI trading agents.
method Simulated stock market with LLMs using a persistent order book and varied strategies.
result LLMs can simulate different trading strategies and market dynamics.

G-Sim uses LLMs to build reliable simulators for complex systems.

problem Building robust simulators for critical domains like healthcare and logistics is challenging.
method Hybrid framework combining LLM-driven structural design and empirical calibration.
result G-Sim produces reliable, causally-informed simulators that handle non-differentiable and stochastic simulators.

We are increasingly surrounded by artificially intelligent technology that takes decisions and executes actions on our behalf. This creates a pressing need for general means to communicate with, instruct and guide artificial agents, with human language the most compelling means for such communication. To achieve this i…

2017-06-20abs ↗pdf ↗

StockAgent uses AI to simulate real-world stock trading, analyzing external factors and profitability.

problem Investors need to understand how external factors affect stock trading.
method Developed StockAgent, a multi-agent system driven by large language models.
result Identified how external factors impact trading behavior and profitability.

ParaMonte simplifies Monte Carlo simulations for various scientific fields.

problem Efficiently performing Monte Carlo simulations for complex models.
method Unified, high-performance, parallelized library for C, C++, Fortran.
result Automates and streamlines Monte Carlo sampling for arbitrary-dimensional functions.

StonkBERT predicts stock price movements using company text data.

problem Can language models predict medium-run stock price movements?
method Fine-tuning transformer-based language models (BERT) on company text data (news articles, blogs, annual reports) for stock price performance classification.
result StonkBERT shows substantial improvement in predictive accuracy compared to traditional models, with news articles providing the best results.

Study uses simulation-based inference to decode brain activity from synthetic stimuli.

problem Reversing the process of brain activity emulation to recover stimuli or their properties.
method Pairing brain emulator with LLMs to learn a probabilistic mapping from brain maps to stimulus parameters.
result LLMs can serve as controllable stimulus generators and parameters can be recovered from brain maps.

New models improve morpheme segmentation in low-resource languages.

problem Improving morpheme segmentation in low-resource languages.
method Two new models: LSTM pointer-generator and sequence-to-sequence with hard monotonic attention.
result Novel models outperform existing ones by up to 11.4% accuracy in low-resource settings.

Language Rectified Flow improves diffusion language generation by simplifying complex steps.

problem Complexity in diffusion language models limits their implementation in NLP applications.
method Reformulates probabilistic flow models to learn neural ODE models for efficient domain transfer.
result Consistently outperforms baselines on fine-grained control tasks and text editing.

TraderTalk uses LLMs to simulate human trading interactions in financial markets.

problem Simulating realistic human trading interactions in financial markets.
method Hybrid ABM with LLM-generated behaviors for detailed conversations.
result Successfully replicates trade-to-order volume ratios in financial markets.

Reward learning enables the application of reinforcement learning (RL) to tasks where reward is defined by human judgment, building a model of reward by asking humans questions. Most work on reward learning has used simulated environments, but complex information about values is often expressed in natural language, and…

2019-09-18abs ↗pdf ↗

Robots learn actions and language through curiosity-driven self-exploration.

problem Efficient development of actions and language in infants and robots.
method Curiosity-driven self-exploration using Q-learning to amortize active inference.
result Curiosity-driven exploration enables faster learning and compositional generalization.

HawkesLLM models text generation with temporal influence, improving semantic alignment under limited memory.

problem Path-dependent uncertainty in agentic text-simulation systems.
method HawkesLLM framework separates temporal influence modeling from text generation, using a multivariate Hawkes process and a language model.
result HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.

FLUID-LLM uses LLMs to predict fluid dynamics with improved accuracy.

problem Leveraging LLMs for CFD due to their pattern recognition abilities but struggles with fluid dynamics complexities.
method Combines pre-trained LLMs with spatiotemporal-aware encoding to predict unsteady fluid dynamics.
result Significant performance improvements in CFD predictions across various datasets.

LemonadeBench evaluates LLMs' economic intuition through a simulated lemonade stand.

problem Evaluating LLMs' economic understanding and decision-making in simple markets.
method Simulated lemonade stand business to test LLMs' long-term planning and profit maximization.
result Models achieve profitability but exhibit local rather than global optimization.

TRIBE model uses LLMs to simulate human trading behavior in bond markets.

problem Complexities in decentralized bond market transactions.
method Agent-based model augmented with LLMs to simulate human-like decision-making.
result Slight trade aversion in LLMs can lead to complete market collapse.

New methods predict language model out-of-distribution behaviors using causal mechanisms.

problem Predicting how language models behave on unseen data.
method Two methods: counterfactual simulation and value probing.
result Both methods achieve high AUC-ROC and outperform causal-agnostic approaches in out-of-distribution settings.

The semantic map calibrates uncertainty from language model probabilities.

problem Uncertainty in language model probabilities for professional decisions.
method Prespecified semantic map linking probabilities of verbal responses to probabilities of declared states.
result Language-derived probabilities outperform printed numerical probabilities and recover valid uncertainty coverage.

This paper uses Gaussian mixtures to mimic interactions in large language models.

problem Simulating interactions in large language models (LLMs) is computationally expensive.
method Developed an interacting Gaussian mixture model (GMM) system to mimic LLM interactions.
result The interacting Gaussian mixture model system can generate, exchange, and update data and parameters efficiently.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.

Geometric Brownian motion simulates stock prices for Brazilian small caps index.

problem Simulating stock prices for the Brazilian small caps index.
method Used geometric Brownian motion to simulate stock prices of Brazilian small caps index using historical data.
result Simulated prices better for portfolios with higher returns, lower risks, and higher Sharpe Indexes.

The paper argues for prioritizing identifying structure over complex models for scientific discovery.

problem Underdetermination of mechanisms in high-dimensional data, leading to unreliable explanations.
method Proposes concrete standards for 'mechanistic ML' to avoid collapsing explanations.
result Large language models (LLMs) can collapse large equivalence classes of explanations, making it hard to distinguish between mechanisms.

SOCRATES uses LLMs to automate simulation optimization of complex systems.

problem Optimizing complex, expensive-to-sample stochastic systems.
method Two-stage procedure: replica construction and meta-optimization.
result Adaptive hybrid optimization schedule for real systems.

Study explains Zipf's law using geometric mechanisms from a finite alphabet.

problem Explains Zipf's law in language without relying on linguistic elements.
method Uses the Full Combinatorial Word Model (FCWM) to generate geometric distributions of word lengths.
result Supports predictions of power-law rank-frequency curves, matching various languages.

This paper evaluates LLMs for technical market analysis, finding GPT-4 Turbo and FinGPT outperform passive benchmarks.

problem Evaluating LLMs for technical market analysis in financial markets.
method Structured evaluation of five LLMs (GPT-4 Turbo, Claude 3 Opus, Gemini 1.5 Pro, Llama 3 70B, FinGPT) on four tasks: candlestick pattern recognition, directional signal generation, backtesting, and financial report comprehension.
result GPT-4 Turbo and FinGPT outperform passive benchmarks in simulated backtesting, with GPT-4 Turbo achieving the highest annualized return and Sharpe ratio.

ABC improves uncertainty quantification in LLMs for clinical diagnostics.

problem Overconfident and poorly calibrated estimates of LLMs in clinical domains.
method Approximate Bayesian Computation (ABC) for likelihood-free inference.
result Improves accuracy by up to 46.9%, reduces Brier scores by 74.4%, and enhances calibration.

CoinTossX is a low-latency, open-source matching engine for financial trading.

problem Efficiently matching orders in financial markets with low latency and high throughput.
method Developed in Java, orders submitted via UDP SBE, low-latency message transport (Aeron Media Driver). Separates order generation and matching.
result Demonstrated low-latency, high-throughput performance in various deployment scenarios.

AI uses language models to find instrumental variables quickly.

problem Finding valid instrumental variables is a challenging and heuristic process.
method Uses large language models to search for new instrumental variables through narratives and counterfactual reasoning.
result Demonstrates the effectiveness of multi-step and role-playing prompting strategies for LLMs.

Computer science scans LLMs to understand and manipulate their economic forecasts.

problem Understanding and controlling the reasoning of large language models in economics.
method Brain scanning techniques applied to LLMs to identify and manipulate underlying concepts.
result LLMs can be steered to generate forecasts with specific biases, allowing for correction or simulation.

Transformers can simulate MLE for Bayesian network sequences.

problem Understanding transformers' capabilities in Bayesian network sequence generation.
method In-context maximum likelihood estimation (MLE) for autoregressive sequence generation.
result A simple transformer model can estimate Bayesian network probabilities and generate new samples.