MarS

Summary

MarS is a financial market simulation engine powered by a Large Market Model over order-level data. It supports realistic, interactive, and controllable market simulations.

Official Artifacts

• Paper: https://arxiv.org/abs/2409.07486
• Code: https://github.com/microsoft/MarS/

Role In The Wiki

MarS is the most world-model-like source in the TimeCraft-related finance branch because it supports injected orders, what-if analysis, and RL-agent training in generated market environments.

Related Pages

• TimeCraft
• Time-Series Generation
• World Models
• Foundation Time-Series Model Research Agenda