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Microsoft Research Blog

MarS: A unified financial market simulation engine in the era of generative foundation models

December 4, 2024 | Weiqing Liu, Junjie Li, Yang Liu, Chang Xu, Shikai Fang, Lewen Wang, Jiang Bian

Microsoft Research presents a new large market model and Financial Market Simulation Engine (MarS) to help empower financial researchers with enhanced efficiency and more accurate insights for downstream tasks in financial markets.

Dataset Source Code

MarS

MarS is a cutting-edge financial market simulation engine powered by the Large Market Model (LMM), a generative foundation model.

GitHub Publication

Publication

Mechanism Design for LLM Fine-tuning with Multiple Reward Models

Haoran Sun, Yurong Chen, Siwei Wang, Wei Chen, Xiaotie Deng

Pluralistic Alignment Workshop in Neural Information Processing Systems (NeurIPS) | December 2024

Publication

Convergence to Equilibrium of No-regret Dynamics in Congestion Games

Volkan Cevher, Wei Chen, Leello Dadi, Jing Dong, Ioannis Panageas, Stratis Skoulakis, Luca Viano, Baoxiang Wang, Siwei Wang, Jingyu Wu

Conference on Web and Internet Economics (WINE) | December 2024

Publication

Microsoft New Future of Work Report 2024

Jenna Butler, Mihaela Vorvoreanu, Rebecca Janssen, Abigail Sellen, Nicole Immorlica, Adam Troy, Advait Sarkar, Alex Farach, Alex Chouldechova, Alexandra Olteanu, Alexia Cambon, Arjun Radhakrishna, Asta Roseway, Ben Zorn, Brent Hecht, Daniel G. Goldstein, Dhruv Joshi, Ed Cutrell, Emre Kiciman, Gonzalo Ramos, Gustavo Soares, Hanna Wallach, Ian Drosos, Jack Williams (johnwilliams), Jacki O'Neill, Jake Hofman, Jaime Teevan, Javier Hernandez, Jennifer Wortman Vaughan, Jina Suh, John Tang, Justin Edwards, Kalika Bali, Kori Inkpen, Krishna Madhavan, Laylah Bulman, Leon Reicherts, Lev Tankelevitch, Longqi Yang, Martez Mott, Millicent Ochieng, Mercy Muchai, Nancy Baym, Najeeb Abdulhamid, Nicolai Marquardt, Ken Hinckley, Michael Bentley, Dave Brown, Hugo Romat, Nathalie Henry Riche, Samuel Maina, Shamsi Iqbal, Siân Lindley, Stephanie Nyairo, Su Lin Blodgett, Sumit Gulwani, Sunayana Sitaram, Vu Le

MSR-TR-2024-56 | December 2024

Published by Microsoft

Project Project

Publication

AI-powered Microgrids Facilitate Energy Resilience and Equity in Regional Communities

Peeyush Kumar

MSR-TR-2024-44 | October 2024

Published by Microsoft

Publication

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model

Junjie Li, Yang Liu, Weiqing Liu, Shikai Fang, Lewen Wang, Chang Xu, Jiang Bian

September 2024

Github

Publication

The Market Effects of Algorithms

Lindsey Raymond

September 2024

Publication

Controllable Financial Market Generation with Diffusion Guided Meta Agent

Yu-Hao Huang, Chang Xu, Yang Liu, Weiqing Liu, Wu-Jun Li, Jiang Bian

August 2024

Podcast

Collaborators: AI and the economy with Brendan Lucier and Mert Demirer

August 8, 2024

Researcher Brendan Lucier and professor Mert Demirer are applying their micro- and macroeconomic expertise, respectively, to forecasting the economic impact of AI. They share how they’re using a task-level breakdown of occupations to help predict…