mars-order-5m

MarS Order 5M

MarS Order 5M is an order-generation model for the MarS financial market simulation engine.

Usage

Install MarS, then load the model with its OrderModel class:

from market_simulation.models.order_model import OrderModel

model = OrderModel.from_pretrained("Don-Don/mars-order-5m")
model.eval()

The model accepts an integer tensor with shape (batch, 1024, 15) and returns next-order logits with shape (batch, 1024, 49152).

Assets required for preprocessing and the full MarS simulation workflow are available from the Don-Don/mars-order-assets repository.

Intended use

This model is intended for research with MarS. It is not financial advice and should not be used as the sole basis for trading or investment decisions.

Citation

@article{li2024mars,
  title={MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model},
  author={Li, Junjie and Liu, Yang and Liu, Weiqing and Fang, Shikai and Wang, Lewen and Xu, Chang and Bian, Jiang},
  journal={arXiv preprint arXiv:2409.07486},
  year={2024}
}