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Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design

Ryuji Hashimoto, Kiyoshi Izumi. Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 35-43, ACM, 2025. [doi]

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