{"id":"https://openalex.org/W7138019944","doi":"https://doi.org/10.1609/aaai.v40i1.37009","title":"Controllable Financial Market Generation with Diffusion Guided Meta Agent","display_name":"Controllable Financial Market Generation with Diffusion Guided Meta Agent","publication_year":2026,"publication_date":"2026-03-14","ids":{"openalex":"https://openalex.org/W7138019944","doi":"https://doi.org/10.1609/aaai.v40i1.37009"},"language":null,"primary_location":{"id":"doi:10.1609/aaai.v40i1.37009","is_oa":true,"landing_page_url":"https://doi.org/10.1609/aaai.v40i1.37009","pdf_url":null,"source":{"id":"https://openalex.org/S4210191458","display_name":"Proceedings of the AAAI Conference on Artificial Intelligence","issn_l":"2159-5399","issn":["2159-5399","2374-3468"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320058","host_organization_name":"Association for the Advancement of Artificial Intelligence","host_organization_lineage":["https://openalex.org/P4310320058"],"host_organization_lineage_names":["Association for the Advancement of Artificial Intelligence"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the AAAI Conference on Artificial Intelligence","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.1609/aaai.v40i1.37009","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Yu-Hao Huang","orcid":null},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yu-Hao Huang","raw_affiliation_strings":["Nanjing University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Chang Xu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210113369","display_name":"Microsoft Research Asia (China)","ror":"https://ror.org/0300m5276","country_code":"CN","type":"company","lineage":["https://openalex.org/I1290206253","https://openalex.org/I4210113369"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chang Xu","raw_affiliation_strings":["Microsoft Research Asia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microsoft Research Asia","institution_ids":["https://openalex.org/I4210113369"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yang Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210113369","display_name":"Microsoft Research Asia (China)","ror":"https://ror.org/0300m5276","country_code":"CN","type":"company","lineage":["https://openalex.org/I1290206253","https://openalex.org/I4210113369"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yang Liu","raw_affiliation_strings":["Microsoft Research Asia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microsoft Research Asia","institution_ids":["https://openalex.org/I4210113369"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Weiqing Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210113369","display_name":"Microsoft Research Asia (China)","ror":"https://ror.org/0300m5276","country_code":"CN","type":"company","lineage":["https://openalex.org/I1290206253","https://openalex.org/I4210113369"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weiqing Liu","raw_affiliation_strings":["Microsoft Research Asia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microsoft Research Asia","institution_ids":["https://openalex.org/I4210113369"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Wu-Jun Li","orcid":null},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wu-Jun Li","raw_affiliation_strings":["Nanjing University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanjing University","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"last","author":{"id":null,"display_name":"Jiang Bian","orcid":null},"institutions":[{"id":"https://openalex.org/I4210113369","display_name":"Microsoft Research Asia (China)","ror":"https://ror.org/0300m5276","country_code":"CN","type":"company","lineage":["https://openalex.org/I1290206253","https://openalex.org/I4210113369"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiang Bian","raw_affiliation_strings":["Microsoft Research Asia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microsoft Research Asia","institution_ids":["https://openalex.org/I4210113369"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.18823529,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"40","issue":"1","first_page":"462","last_page":"470"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.6395000219345093,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.6395000219345093,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.08160000294446945,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11187","display_name":"Nonlinear Dynamics and Pattern Formation","score":0.03400000184774399,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5730000138282776},{"id":"https://openalex.org/keywords/controllability","display_name":"Controllability","score":0.5400999784469604},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.48489999771118164},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.3950999975204468},{"id":"https://openalex.org/keywords/market-data","display_name":"Market data","score":0.3862999975681305},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.3727000057697296},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.3292999863624573},{"id":"https://openalex.org/keywords/fidelity","display_name":"Fidelity","score":0.32089999318122864}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6175000071525574},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5730000138282776},{"id":"https://openalex.org/C48209547","wikidata":"https://www.wikidata.org/wiki/Q1331104","display_name":"Controllability","level":2,"score":0.5400999784469604},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.48489999771118164},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.3950999975204468},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.3862999975681305},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.3727000057697296},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.3292999863624573},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3280999958515167},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.32170000672340393},{"id":"https://openalex.org/C2776459999","wikidata":"https://www.wikidata.org/wiki/Q2119376","display_name":"Fidelity","level":2,"score":0.32089999318122864},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.3147999942302704},{"id":"https://openalex.org/C113364801","wikidata":"https://www.wikidata.org/wiki/Q26674","display_name":"High fidelity","level":2,"score":0.2985000014305115},{"id":"https://openalex.org/C167966045","wikidata":"https://www.wikidata.org/wiki/Q5532625","display_name":"Generative model","level":3,"score":0.29829999804496765},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2937000095844269},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.2922999858856201},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.27489998936653137},{"id":"https://openalex.org/C84749600","wikidata":"https://www.wikidata.org/wiki/Q5449714","display_name":"Financial engineering","level":2,"score":0.26460000872612},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.2637999951839447},{"id":"https://openalex.org/C2780873155","wikidata":"https://www.wikidata.org/wiki/Q392811","display_name":"Agent-based model","level":2,"score":0.2628999948501587},{"id":"https://openalex.org/C127288500","wikidata":"https://www.wikidata.org/wiki/Q1241055","display_name":"Market impact","level":4,"score":0.2558000087738037},{"id":"https://openalex.org/C139043278","wikidata":"https://www.wikidata.org/wiki/Q837171","display_name":"Financial services","level":2,"score":0.25270000100135803}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1609/aaai.v40i1.37009","is_oa":true,"landing_page_url":"https://doi.org/10.1609/aaai.v40i1.37009","pdf_url":null,"source":{"id":"https://openalex.org/S4210191458","display_name":"Proceedings of the AAAI Conference on Artificial Intelligence","issn_l":"2159-5399","issn":["2159-5399","2374-3468"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320058","host_organization_name":"Association for the Advancement of Artificial Intelligence","host_organization_lineage":["https://openalex.org/P4310320058"],"host_organization_lineage_names":["Association for the Advancement of Artificial Intelligence"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the AAAI Conference on Artificial Intelligence","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1609/aaai.v40i1.37009","is_oa":true,"landing_page_url":"https://doi.org/10.1609/aaai.v40i1.37009","pdf_url":null,"source":{"id":"https://openalex.org/S4210191458","display_name":"Proceedings of the AAAI Conference on Artificial Intelligence","issn_l":"2159-5399","issn":["2159-5399","2374-3468"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320058","host_organization_name":"Association for the Advancement of Artificial Intelligence","host_organization_lineage":["https://openalex.org/P4310320058"],"host_organization_lineage_names":["Association for the Advancement of Artificial Intelligence"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the AAAI Conference on Artificial Intelligence","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Generative":[0],"modeling":[1,32],"has":[2],"transformed":[3],"many":[4],"fields,":[5],"such":[6],"as":[7,148],"language":[8],"and":[9,50,72,109,114,140,157],"visual":[10],"modeling,":[11],"while":[12],"its":[13,146,158],"application":[14],"in":[15,46],"financial":[16,26,37,69,121],"markets":[17],"remains":[18],"under-explored.":[19],"As":[20],"the":[21,65,93,96,105,110,128],"minimal":[22],"unit":[23],"within":[24],"a":[25,34,74,87,117,149],"market":[27,70,97],"is":[28],"an":[29],"order,":[30],"order-flow":[31],"represents":[33],"fundamental":[35],"generative":[36,150],"task.":[38],"However,":[39],"current":[40],"approaches":[41],"often":[42],"yield":[43],"unsatisfactory":[44],"fidelity":[45],"generating":[47],"order":[48,111],"flow,":[49],"their":[51,57],"generation":[52,141],"lacks":[53],"controllability,":[54],"thereby":[55],"limiting":[56],"practical":[58],"applications.":[59],"In":[60],"this":[61],"paper,":[62],"we":[63,85,115,144],"formulate":[64],"challenge":[66],"of":[67,95,104],"controllable":[68],"generation,":[71],"propose":[73],"Diffusion":[75],"Guided":[76],"Meta":[77],"Agent":[78],"(DigMA)":[79],"model":[80,90],"to":[81,91,124],"address":[82],"it.":[83],"Specifically,":[84],"employ":[86],"conditional":[88],"diffusion":[89],"capture":[92],"dynamics":[94],"state":[98],"represented":[99],"by":[100],"time-evolving":[101],"distribution":[102],"parameters":[103],"mid-price":[106],"return":[107],"rate":[108],"arrival":[112],"rate,":[113],"define":[116],"meta":[118],"agent":[119],"with":[120],"economic":[122],"priors":[123],"generate":[125],"orders":[126],"from":[127],"corresponding":[129],"distributions.":[130],"Extensive":[131],"experimental":[132],"results":[133],"show":[134],"that":[135],"DigMA":[136],"achieves":[137],"superior":[138],"controllability":[139],"fidelity.":[142],"Moreover,":[143],"validate":[145],"effectiveness":[147],"environment":[151],"for":[152],"downstream":[153],"high-frequency":[154],"trading":[155],"tasks":[156],"computational":[159],"efficiency.":[160]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-12-08T00:00:00"}
