Controllable Financial Market Generation with Diffusion Guided Meta Agent

Understand

Generative modeling has transformed many fields, such as language and visual modeling, while its application in financial markets remains under-explored.

• As the minimal unit within a financial market is an order, order-flow modeling represents a fundamental generative financial task.
• However, current approaches often yield unsatisfactory fidelity in generating order flow, and their generation lacks controllability, thereby limiting their practical applications.
• In this paper, we formulate the challenge of controllable financial market generation, and propose a Diffusion Guided Meta Agent (DigMA) model to address it.