arXiv:2608. 19227v1 Announce Type: cross Abstract: Market microstructure simulation aims to model how liquidity, prices, and order flow evolve in electronic financial markets.
By Yanzhi Zhang, Yu Ma, Yilin Cheng, Jian Li, Yitong Duan
arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
By Jesper Klicks, Sander Vr\v{z}ina, Vincent Fran\c{c}ois-Lavet
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
By Mingxuan Yi, Vidal Mehra, Jing Chen, John Cartlidge
arXiv:2609.23659v1 Announce Type: new
Abstract: Ethereum decentralized finance (DeFi) provides a public, time-stamped record of transaction-level event streams, but the same public symbols can create...
By Kemal Kirtac, Carsten Maple
arXiv:2606. 07846v1 Announce Type: cross Abstract: LLM-agent workflows chain model calls and tool invocations, and spend most of their wall-clock time waiting on upstream operations before downstream ones can start.
By Faisal Fareed
The paper introduces committed reveal sampling (CRS), a training‑free sampler for uniform discrete diffusion models that stores selected argmax tokens as persistent context for subsequent predictions. CRS keeps these tokens visible in later model inputs, which theoretically prevents Bayes error from increasing as noise decreases and encourages consistent sequence‑level choices. Empirical tests on Duo‑distilled data show that CRS without top‑p truncation achieves lower generative perplexity than fixed‑p baselines across various numbers of function evaluations, offering a more favorable perplexity–entropy trade‑off.
By Satoshi Hayakawa