CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market Simulation

Yihao Ang, Yifan Bao, Qiang Huang, Qiang Wang, Xinyu Xi, Shuyu Lu, Anthony K. H. Tung, Zhiyong Huang 0010. CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market Simulation. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 534-542, ACM, 2025. [doi]

Abstract

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