{"id":1099089,"date":"2024-10-31T01:47:02","date_gmt":"2024-10-31T08:47:02","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-blog-post&p=1099089"},"modified":"2024-10-31T01:54:24","modified_gmt":"2024-10-31T08:54:24","slug":"mars","status":"publish","type":"msr-blog-post","link":"https:\/\/www.microsoft.com\/en-us\/research\/articles\/mars\/","title":{"rendered":"MarS\uff1a\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u65f6\u4ee3\u7684\u901a\u7528\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce"},"content":{"rendered":"\n

\u7f16\u8005\u6309\uff1a\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\uff08Generative Foundation Model\uff09\u5df2\u6210\u529f\u5e94\u7528\u5728\u591a\u4e2a\u9886\u57df\uff0c\u5e76\u5851\u9020\u4e86\u5168\u65b0\u7684\u751f\u4ea7\u8303\u5f0f\u3002\u5c06\u8fd9\u4e00\u8303\u5f0f\u4e0e\u884c\u4e1a\u7279\u6709\u6570\u636e\u7ed3\u5408\uff0c\u6709\u671b\u6784\u5efa\u5177\u6709\u884c\u4e1a\u7279\u8272\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u3002\u5bf9\u6b64\uff0c\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u4ece\u91d1\u878d\u573a\u666f\u51fa\u53d1\uff0c\u8bbe\u8ba1\u4e86\u5927\u5e02\u573a\u6a21\u578b LMM \u548c\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce MarS\uff0c\u5e0c\u671b\u5e2e\u52a9\u91d1\u878d\u7814\u7a76\u4eba\u5458\u4e3a\u4e0d\u540c\u573a\u666f\u5b9a\u5236\u751f\u6210\u5f0f\u6a21\u578b\uff0c\u5e76\u4e14\u6784\u5efa\u9002\u7528\u4e8e\u91d1\u878d\u5e02\u573a\u6240\u6709\u4e0b\u6e38\u4efb\u52a1\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u5e94\u7528\u65b0\u8303\u5f0f\uff0c\u4e3a\u91d1\u878d\u9886\u57df\u5e26\u6765\u66f4\u9ad8\u7684\u6548\u7387\u548c\u66f4\u7cbe\u51c6\u7684\u5e02\u573a\u6d1e\u5bdf\uff0c\u5728\u9769\u65b0\u91d1\u878d\u573a\u666f\u7684\u540c\u65f6\uff0c\u63a8\u52a8\u76f8\u5173\u9886\u57df\u7684\u8de8\u8d8a\u5f0f\u53d1\u5c55\u3002<\/p>\n\n\n\n


\n\n\n\n

\u8fd1\u5e74\u6765\uff0c\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\uff08Generative Foundation Model\uff09\u5728\u81ea\u7136\u8bed\u8a00\u5904\u7406\u3001\u56fe\u50cf\u548c\u89c6\u9891\u751f\u6210\u7b49\u9886\u57df\u53d6\u5f97\u4e86\u5de8\u5927\u6210\u529f\uff0c\u63a8\u52a8\u4e86\u65b0\u4e00\u8f6e\u7684\u5b66\u672f\u7814\u7a76\u548c\u4ea7\u4e1a\u5e94\u7528\u6d6a\u6f6e\uff0c\u9010\u6b65\u4e3a\u591a\u4e2a\u884c\u4e1a\u5851\u9020\u51fa\u65b0\u7684\u751f\u4ea7\u8303\u5f0f\u3002\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u5f3a\u5927\u80fd\u529b\u79bb\u4e0d\u5f00\u4e09\u4e2a\u5173\u952e\u8981\u7d20\uff1a\u6d77\u91cf\u4e14\u9ad8\u8d28\u91cf\u7684\u8bad\u7ec3\u6570\u636e\uff1b\u80fd\u591f\u5c06\u6570\u636e\u4e2d\u7684\u6838\u5fc3\u4fe1\u606f\uff08\u5982\u6587\u672c\u4e2d\u7684\u8bed\u4e49\u4fe1\u606f\uff09\u8fdb\u884c\u6709\u6548\u7684\u4ee4\u724c\u5316\uff08tokenization\uff09\u548c\u5e8f\u5217\u5316\uff08sequentialization\uff09\uff1b\u901a\u8fc7\u81ea\u56de\u5f52\uff08auto-regressive\uff09\u7684\u8bad\u7ec3\u65b9\u5f0f\u5bf9\u6570\u636e\u8fdb\u884c\u5efa\u6a21\uff0c\u4ece\u800c\u83b7\u5f97\u5bf9\u6838\u5fc3\u4fe1\u606f\u7684\u6df1\u523b\u7406\u89e3\u548c\u9690\u542b\u7684\u63a8\u7406\u80fd\u529b\u3002<\/p>\n\n\n\n

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1. \u7ec6\u7c92\u5ea6\uff1a\u8ba2\u5355\u4f5c\u4e3a\u91d1\u878d\u573a\u666f\u4e0b\u6700\u57fa\u7840\u7684\u539f\u5b50\u6570\u636e\uff0c\u80fd\u591f\u5168\u9762\u3001\u7cbe\u7ec6\u5730\u523b\u753b\u771f\u5b9e\u5e02\u573a\uff0c\u7ed3\u5408\u76f8\u5e94\u7684\u64ae\u5408\u89c4\u5219\uff0c\u80fd\u591f\u8fd8\u539f\u51fa\u5e02\u573a\u7684\u5b8c\u6574\u8fd0\u884c\u8fc7\u7a0b\uff1b<\/p>\n\n\n\n

2. \u5927\u89c4\u6a21\uff1a\u5168\u7403\u4ea4\u6613\u6240\u7ecf\u8fc7\u591a\u5e74\u7684\u7535\u5b50\u5316\u4ea4\u6613\uff0c\u79ef\u7d2f\u4e86\u6d77\u91cf\u7684\u4ea4\u6613\u8ba2\u5355\u6570\u636e\uff1b<\/p>\n\n\n\n

3. \u7ed3\u6784\u5316\uff1a\u8ba2\u5355\u6570\u636e\u5177\u6709\u826f\u597d\u7684\u7ed3\u6784\u5316\u7279\u6027\uff0c\u4fbf\u4e8e\u8fdb\u884c\u4ee4\u724c\u5316\u548c\u5e8f\u5217\u5316\u3002<\/p>\n\n\n\n

\u8fd9\u4e9b\u7279\u5f81\u4f7f\u8ba2\u5355\u6d41\u6570\u636e\u6709\u671b\u6210\u4e3a\u91d1\u878d\u5e02\u573a\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u575a\u5b9e\u57fa\u7840\u3002\u57fa\u4e8e\u6b64\u76ee\u6807\uff0c\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u63d0\u51fa\u4e86\u5927\u5e02\u573a\u6a21\u578b \uff08Large Market Model\uff0cLMM)\uff0c\u5e76\u8bbe\u8ba1\u63a8\u51fa\u4e86\u57fa\u4e8e LMM \u7684\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce MarS\uff08Financial Market Simulation Engine Powered by Generative Foundation Model\uff09\uff0c\u65e8\u5728\u52a9\u529b\u91d1\u878d\u7814\u7a76\u4eba\u5458\u4e3a\u4e0d\u540c\u573a\u666f\u5b9a\u5236\u751f\u6210\u5f0f\u6a21\u578b\uff0c\u4ee5\u53ca\u6784\u5efa\u9002\u7528\u4e8e\u91d1\u878d\u5e02\u573a\u6240\u6709\u4e0b\u6e38\u4efb\u52a1\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u5e94\u7528\u65b0\u8303\u5f0f\uff0c\u4e3a\u91d1\u878d\u884c\u4e1a\u7684\u6548\u7387\u63d0\u5347\u548c\u7cbe\u51c6\u6d1e\u5bdf\u5e26\u6765\u53d8\u9769\u3002<\/strong><\/p>\n\n\n\n

\"\u80a1\u7968\u4ea4\u6613\u5e02\u573a\u53ca\u8ba2\u5355\u7684\u793a\u610f\"
\u56fe1\uff1a\u80a1\u7968\u4ea4\u6613\u5e02\u573a\u53ca\u8ba2\u5355\u7684\u793a\u610f<\/figcaption><\/figure>\n\n\n\n

<\/p>\n\n\n\n

\u8ba2\u5355\u6d41\u4fe1\u606f\u7684\u4ee4\u724c\u5316<\/h2>\n\n\n\n

\u4f5c\u4e3a\u91d1\u878d\u5e02\u573a\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u6838\u5fc3\u8981\u7d20\uff0c\u8ba2\u5355\u6d41\u6570\u636e\u4e0d\u4ec5\u80fd\u7cbe\u7ec6\u5730\u4f53\u73b0\u5e02\u573a\u53c2\u4e0e\u8005\u56f4\u7ed5\u6295\u8d44\u6807\u7684\u7684\u5b9e\u65f6\u535a\u5f08\u8fc7\u7a0b\uff0c\u8fd8\u5728\u4e0d\u540c\u5c3a\u5ea6\u4e0b\u5c55\u73b0\u51fa\u4e86\u4e24\u7c7b\u72ec\u7279\u7684\u4ef7\u503c\uff1a<\/p>\n\n\n\n

\u7ec6\u7c92\u5ea6\u7684\u5e02\u573a\u53cd\u9988<\/strong>\uff1a\u4ece\u5355\u4e00\u5e02\u573a\u53c2\u4e0e\u8005\u7684\u89c6\u89d2\u6765\u770b\uff0c\u6bcf\u7b14\u8ba2\u5355\uff08\u7279\u522b\u662f\u5927\u989d\u8ba2\u5355\uff09\u53d1\u51fa\u540e\uff0c\u5176\u4ed6\u5e02\u573a\u53c2\u4e0e\u8005\u5728\u89c2\u5bdf\u5230\u8be5\u8ba2\u5355\u540e\u53ef\u80fd\u4f1a\u8c03\u6574\u81ea\u8eab\u51b3\u7b56\u3002\u8fd9\u79cd\u8c03\u6574\u5f80\u5f80\u4f1a\u4f53\u73b0\u5728\u540e\u7eed\u8ba2\u5355\u4e2d\uff0c\u8fdb\u800c\u5f62\u6210\u5e02\u573a\u6574\u4f53\u5bf9\u8be5\u8ba2\u5355\u7684\u53cd\u9988\u3002\u8fd9\u79cd\u53cd\u9988\u5c55\u73b0\u4e86\u91d1\u878d\u5e02\u573a\u4ef7\u683c\u535a\u5f08\u8fc7\u7a0b\u4e2d\u7684\u5fae\u89c2\u89c6\u89d2\u3002<\/p>\n\n\n\n

\u5b8f\u89c2\u7684\u5e02\u573a\u535a\u5f08\u8fc7\u7a0b<\/strong>\uff1a\u4ece\u6574\u4f53\u5e02\u573a\u7684\u89c6\u89d2\u6765\u770b\uff0c\u6240\u6709\u5e02\u573a\u53c2\u4e0e\u8005\u4e4b\u95f4\u7684\u590d\u6742\u535a\u5f08\u6c47\u805a\u5728\u4e00\u8d77\uff0c\u5f62\u6210\u4e86\u67d0\u4e00\u65f6\u95f4\u6bb5\u5185\u7684\u5e02\u573a\u4ea4\u6613\u7279\u6027\u3002\u968f\u7740\u65f6\u95f4\u7684\u63a8\u79fb\uff0c\u8fd9\u79cd\u4ea4\u6613\u7279\u6027\u7684\u53d8\u5316\u8bb0\u5f55\u4e86\u5e02\u573a\u4e2d\u591a\u7a7a\u53cc\u65b9\u5206\u6b67\u7684\u8d77\u59cb\u3001\u6f14\u8fdb\u53ca\u6700\u7ec8\u5f25\u5408\u7684\u535a\u5f08\u8fc7\u7a0b\u3002<\/p>\n\n\n\n

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\"\u9488\u5bf9\u5355\u4e00\u8ba2\u5355\u7684\u4ee4\u724c\u5316\uff08\u4e0a\uff09\u53ca\u9488\u5bf9\u6279\u91cf\u8ba2\u5355\u7684\u4ee4\u724c\u5316\uff08\u4e0b\uff09\"
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<\/p>\n\n\n\n

\u5927\u5e02\u573a\u6a21\u578b\u6269\u5c55\u5b9a\u5f8b\uff0c\u91ca\u653e\u91d1\u878d\u6570\u636e\u6f5c\u5728\u4ef7\u503c<\/h2>\n\n\n\n

\u968f\u7740\u8bad\u7ec3\u6570\u636e\u7684\u589e\u591a\u4ee5\u53ca\u6a21\u578b\u53c2\u6570\u7684\u6269\u5c55\uff0c\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u80fd\u529b\u4f1a\u6301\u7eed\u63d0\u5347\uff0c\u5e26\u6765\u4f20\u7edf\u5c0f\u6a21\u578b\u96be\u4ee5\u4f01\u53ca\u7684\u60f3\u8c61\u7a7a\u95f4\u3002\u57fa\u4e8e\u4e0a\u8ff0\u4e24\u79cd\u4ee4\u724c\u5316\u65b9\u5f0f\uff0c\u7814\u7a76\u5458\u4eec\u5728 LMM \u4e2d\u5206\u522b\u8bbe\u8ba1\u4e86\u57fa\u4e8e Transformer \u67b6\u6784\u7684\u751f\u6210\u5f0f\u6a21\u578b\uff0c\u5e76\u5728\u4e0d\u540c\u89c4\u6a21\u7684\u8bad\u7ec3\u6570\u636e\u548c\u53c2\u6570\u89c4\u6a21\u4e0b\u8fdb\u884c\u4e86\u6d4b\u8bd5\u3002\u7ed3\u679c\u5982\u56fe3\u6240\u793a\uff0c\u65e0\u8bba\u662f\u8ba2\u5355\u6a21\u578b\u8fd8\u662f\u6279\u91cf\u8ba2\u5355\u6a21\u578b\uff0c\u90fd\u8868\u73b0\u51fa\u4e86\u663e\u8457\u7684\u6269\u5c55\u5b9a\u5f8b\uff08scaling law\uff09\u3002\u8fd9\u610f\u5473\u7740\uff0c\u5728\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u652f\u6301\u4e0b\uff0c\u91d1\u878d\u573a\u666f\u4e2d\u6d77\u91cf\u7684\u5386\u53f2\u4ea4\u6613\u6570\u636e\u6709\u671b\u91ca\u653e\u5176\u957f\u671f\u6f5c\u85cf\u4e14\u5c1a\u672a\u5145\u5206\u53d1\u6398\u7684\u5de8\u5927\u4ef7\u503c\u3002<\/p>\n\n\n\n

\u5728 LMM \u4e2d\uff0c\u7814\u7a76\u5458\u4eec\u8fd8\u878d\u5408\u4e86\u8ba2\u5355\u6a21\u578b\u53ca\u6279\u91cf\u8ba2\u5355\u6a21\u578b\uff0c\u5bf9\u4e0d\u540c\u5c3a\u5ea6\u548c\u4e0d\u540c\u535a\u5f08\u89c6\u89d2\u7684\u8ba2\u5355\u6d41\u8fdb\u884c\u5efa\u6a21\uff0c\u4fdd\u8bc1\u4e86\u6a21\u578b\u6240\u751f\u6210\u7684\u8ba2\u5355\u6d41\u80fd\u591f\u4f53\u73b0\u5bf9\u5e02\u573a\u51c6\u786e\u4e14\u6df1\u523b\u7684\u7406\u89e3\u3002\u8fd9\u4e0d\u4ec5\u63d0\u5347\u4e86\u6a21\u578b\u7684\u751f\u6210\u80fd\u529b\uff0c\u8fd8\u4e3a\u5e02\u573a\u8ba2\u5355\u6570\u636e\u7684\u65f6\u5e8f\u5efa\u6a21\u5f00\u8f9f\u4e86\u65b0\u8def\u5f84\uff0c\u4f7f LMM \u5728\u751f\u6210\u5e02\u573a\u8ba2\u5355\u6d41\u65f6\u5177\u6709\u66f4\u9ad8\u7684\u7cbe\u51c6\u6027\u548c\u73b0\u5b9e\u6a21\u62df\u80fd\u529b\u3002<\/p>\n\n\n\n

\"\u8ba2\u5355\u6a21\u578b\u53ca\u6279\u91cf\u8ba2\u5355\u6a21\u578b\u5728\u4e0d\u540c\u53c2\u6570\u89c4\u6a21\u4e0b\u7684\u6269\u5c55\u66f2\u7ebf\uff08scaling
\u56fe3\uff1a\u8ba2\u5355\u6a21\u578b\u53ca\u6279\u91cf\u8ba2\u5355\u6a21\u578b\u5728\u4e0d\u540c\u53c2\u6570\u89c4\u6a21\u4e0b\u7684\u6269\u5c55\u66f2\u7ebf\uff08scaling curve\uff09<\/figcaption><\/figure>\n\n\n\n

<\/p>\n\n\n\n

\u57fa\u4e8e\u5927\u5e02\u573a\u6a21\u578b\u7684MarS\uff1a\u53ef\u5b9a\u5236\u5316\u91d1\u878d\u573a\u666f\u7684\u751f\u6210\u5f0f\u6a21\u578b<\/h2>\n\n\n\n

\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u4e00\u7ecf\u8bad\u7ec3\u5b8c\u6210\uff0c\u4fbf\u80fd\u901a\u8fc7\u7b80\u5355\u7684\u9002\u914d\u5e94\u7528\u4e8e\u5e7f\u6cdb\u7684\u4e0b\u6e38\u4efb\u52a1\uff0c\u5e76\u4e14\u5728\u8bb8\u591a\u573a\u666f\u4e2d\u8d85\u8d8a\u4e3a\u5355\u4e00\u4efb\u52a1\u8bbe\u8ba1\u7684\u4f20\u7edf\u5c0f\u6a21\u578b\u3002\u4e3a\u4e86\u5145\u5206\u53d1\u6325 LMM \u5bf9\u91d1\u878d\u5e02\u573a\u7684\u5f3a\u5927\u5efa\u6a21\u80fd\u529b\uff0c\u7814\u7a76\u5458\u4eec\u5206\u6790\u4e86\u5404\u7c7b\u91d1\u878d\u573a\u666f\u4e2d\u7684\u6f5c\u5728\u4e0b\u6e38\u4efb\u52a1\u9700\u6c42\uff0c\u8bbe\u8ba1\u5e76\u63a8\u51fa\u4e86\u57fa\u4e8e LMM \u7684\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce MarS\u3002<\/p>\n\n\n\n

MarS \u4e0d\u4ec5\u662f\u4e00\u79cd\u901a\u7528\u7684\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5de5\u5177\uff0c\u8fd8\u4e3a\u91d1\u878d\u884c\u4e1a\u7684\u591a\u79cd\u4e0b\u6e38\u4efb\u52a1\u63d0\u4f9b\u4e86\u5168\u65b0\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u5e94\u7528\u8303\u5f0f\u3002\u501f\u52a9 MarS\uff0c\u91d1\u878d\u7814\u7a76\u4eba\u5458\u80fd\u591f\u4e3a\u4e0d\u540c\u7684\u91d1\u878d\u573a\u666f\u5b9a\u5236\u751f\u6210\u5f0f\u6a21\u578b\u89e3\u51b3\u65b9\u6848\uff0c\u8986\u76d6\u9886\u57df\u5e7f\u6cdb\uff0c\u4ece\u5e02\u573a\u9884\u6d4b\u3001\u98ce\u9669\u8bc4\u4f30\u5230\u4ea4\u6613\u7b56\u7565\u4f18\u5316\u7b49\u7b49\u3002<\/p>\n\n\n\n

\"\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce
\u56fe4\uff1a\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce MarS \u6846\u67b6\u56fe<\/figcaption><\/figure>\n\n\n\n

<\/p>\n\n\n\n

\u6784\u5efa\u7528\u4e8e\u9884\u6d4b\u548c\u68c0\u6d4b\u4efb\u52a1\u7684\u7edf\u4e00\u65b0\u8303\u5f0f<\/h2>\n\n\n\n

\u4f20\u7edf\u7684\u91d1\u878d\u5e02\u573a\u89e3\u51b3\u65b9\u6848\u5f80\u5f80\u9700\u8981\u4e13\u5bb6\u9488\u5bf9\u4e0d\u540c\u573a\u666f\u548c\u4efb\u52a1\u8bbe\u8ba1\u4e13\u95e8\u7684\u7b97\u6cd5\u548c\u7b56\u7565\u3002\u7136\u800c\uff0c\u91d1\u878d\u5e02\u573a\u7684\u5929\u7136\u52a8\u6001\u6027\u4f7f\u5f97\u8fd9\u4e9b\u7b97\u6cd5\u548c\u7b56\u7565\u5fc5\u987b\u4e0d\u65ad\u8c03\u6574\u548c\u66f4\u65b0\uff0c\u8017\u8d39\u4e86\u76f8\u5173\u4eba\u5458\u5927\u91cf\u7684\u65f6\u95f4\u548c\u7cbe\u529b\u3002\u800c\u5728\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u65f6\u4ee3\uff0cLMM \u5df2\u7ecf\u6709\u80fd\u529b\u5bf9\u91d1\u878d\u5e02\u573a\u8fdb\u884c\u7ec6\u81f4\u6df1\u5165\u7684\u5efa\u6a21\uff0c\u5e76\u4e14\u53ef\u4ee5\u6839\u636e\u6700\u65b0\u7684\u5e02\u573a\u6570\u636e\u8fdb\u884c\u5b9a\u671f\u66f4\u65b0\u3002\u56e0\u6b64\uff0c\u7814\u7a76\u5458\u4eec\u5e0c\u671b\u5229\u7528 LMM \u5f3a\u5927\u7684\u5e02\u573a\u5efa\u6a21\u80fd\u529b\uff0c\u6784\u5efa\u4e00\u4e2a\u9002\u7528\u4e8e\u91d1\u878d\u5e02\u573a\u6240\u6709\u4e0b\u6e38\u4efb\u52a1\u7684\u201c\u4e00\u529b\u964d\u5341\u4f1a\u201d\u7684\u65b0\u8303\u5f0f\u3002<\/p>\n\n\n\n

\u5728 MarS \u4e2d\uff0c\u7814\u7a76\u5458\u4eec\u8bbe\u8ba1\u4e86\u6a21\u62df\u771f\u5b9e\u8ba2\u5355\u64ae\u5408\u89c4\u5219\u7684\u865a\u62df\u4ea4\u6613\u6240\uff08\u5982\u56fe4\u53f3\u4e0a\u89d2\u6240\u793a\uff09\u3002\u7136\u540e\u5728\u865a\u62df\u4ea4\u6613\u6240\u4e2d\u64ae\u5408\u7531 LMM \u751f\u6210\u7684\u8ba2\u5355\u6d41\uff0c\u6a21\u62df\u751f\u6210\u4e0e\u8fd9\u4e9b\u8ba2\u5355\u6d41\u76f8\u5bf9\u5e94\u7684\u6210\u4ea4\u60c5\u51b5\uff0c\u5e76\u63a8\u6f14\u51fa\u5e02\u573a\u7684\u6a21\u62df\u8f68\u8ff9\uff08simulated market trajectories\uff09\u3002\u57fa\u4e8e\u8fd9\u4e00\u673a\u5236\uff0c\u91d1\u878d\u573a\u666f\u4e2d\u6700\u5e38\u89c1\u7684\u9884\u6d4b\u7c7b\u548c\u68c0\u6d4b\u7c7b\u4efb\u52a1\u4fbf\u6709\u673a\u4f1a\u5728\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u6846\u67b6\u4e0b\uff0c\u8bbe\u8ba1\u51fa\u5168\u65b0\u7684\u89e3\u51b3\u65b9\u6848\u3002<\/p>\n\n\n\n

\u5e94\u7528\u4e8e\u9884\u6d4b\u7c7b\u4efb\u52a1<\/strong><\/p>\n\n\n\n

\u91d1\u878d\u5e02\u573a\u4e2d\u7684\u9884\u6d4b\u7c7b\u4efb\u52a1\u975e\u5e38\u5e7f\u6cdb\uff0c\u4efb\u4f55\u4f9d\u8d56\u4e8e\u5bf9\u672a\u6765\u5e02\u573a\u6307\u6807\u8fdb\u884c\u4f30\u8ba1\u7684\u4efb\u52a1\u90fd\u5c5e\u4e8e\u8fd9\u4e00\u8303\u7574\u3002\u5f53\u524d\uff0c\u65e0\u8bba\u662f\u57fa\u4e8e\u7ecf\u6d4e\u5b66\u7406\u8bba\u8fd8\u662f\u6570\u636e\u9a71\u52a8\u7684\u4e3b\u6d41\u91d1\u878d\u9884\u6d4b\u6a21\u578b\uff0c\u90fd\u9075\u5faa\u201c\u62df\u5408\u7279\u5b9a\u573a\u666f\u548c\u6307\u6807\u201d\u7684\u8bbe\u8ba1\u8303\u5f0f\u3002\u8fd9\u79cd\u8303\u5f0f\u7684\u5c40\u9650\u5728\u4e8e\uff0c\u4e00\u65e6\u9884\u6d4b\u76ee\u6807\u53d1\u751f\u53d8\u5316\uff0c\u5c31\u9700\u8981\u91cd\u65b0\u8c03\u6574\u548c\u8bbe\u8ba1\u6a21\u578b\u3002\u4f8b\u5982\uff0c\u56fe5\u5c55\u793a\u4e86\u6570\u636e\u9a71\u52a8\u6a21\u578b DeepLOB \u5728\u9884\u6d4b\u80a1\u7968\u4ef7\u683c\u8d70\u52bf\u65f6\u7684\u60c5\u51b5\uff0c\u901a\u5e38\u8fd9\u79cd\u60c5\u51b5\u9700\u8981\u5206\u522b\u8bad\u7ec35\u4e2a\u6a21\u578b\u6765\u83b7\u5f97\u672a\u67651-5\u5206\u949f\u7684\u8d70\u52bf\u9884\u6d4b\u3002<\/p>\n\n\n\n

\u4f46\u5728 MarS \u7684\u65b0\u8303\u5f0f\u4e0b\uff0c\u53ea\u9700\u5c06\u6700\u8fd1\u7684\u771f\u5b9e\u5e02\u573a\u6570\u636e\u8f93\u5165\u5230 LMM \u4e2d\u6301\u7eed\u751f\u6210\u672a\u6765\u7684\u8ba2\u5355\u6d41\uff0c\u5e76\u5728\u865a\u62df\u4ea4\u6613\u6240\u4e2d\u8fdb\u884c\u64ae\u5408\uff0c\u5c31\u80fd\u5f97\u5230\u4e00\u6761\u53ef\u80fd\u7684\u672a\u6765\u5e02\u573a\u8f68\u8ff9\u3002\u901a\u8fc7\u591a\u6b21\u6a21\u62df\uff0c\u4e0d\u4ec5\u80fd\u591f\u83b7\u5f97\u672a\u6765\u8d70\u52bf\u7684\u9884\u6d4b\uff0c\u8fd8\u80fd\u63a8\u65ad\u51fa\u5176\u4ed6\u4efb\u4f55\u5e02\u573a\u6307\u6807\u3002\u5982\u56fe5\u6240\u793a\uff0c\u57fa\u4e8e MarS \u65b0\u8303\u5f0f\u7684\u9884\u6d4b\u6027\u80fd\u663e\u8457\u4f18\u4e8e\u4f20\u7edf\u7684\u6807\u6746\u7b97\u6cd5\uff0c\u4e3a\u91d1\u878d\u5e02\u573a\u7684\u9884\u6d4b\u7c7b\u4efb\u52a1\u63d0\u4f9b\u4e86\u6781\u5177\u5438\u5f15\u529b\u7684\u89e3\u51b3\u65b9\u6848\uff0c\u540c\u65f6\u4e5f\u4ece\u4fa7\u9762\u4f53\u73b0\u4e86 LMM \u5728\u80a1\u7968\u5e02\u573a\u5efa\u6a21\u65b9\u9762\u7684\u5f3a\u5927\u80fd\u529b\u3002<\/p>\n\n\n\n

\"chart,
\u56fe5\uff1a\u4ee5\u201c\u9884\u6d4b\u80a1\u7968\u4ef7\u683c\u672a\u6765\u8d8b\u52bf\u201d\u4efb\u52a1\u4e3a\u4f8b\uff0c\u5728\u91d1\u878d\u573a\u666f\u9884\u6d4b\u7c7b\u4efb\u52a1\u4e2d\u57fa\u4e8e MarS \u7684\u65b0\u8303\u5f0f\u5177\u6709\u663e\u8457\u4f18\u52bf<\/figcaption><\/figure>\n\n\n\n

<\/p>\n\n\n\n

\u5e94\u7528\u4e8e\u68c0\u6d4b\u7c7b\u4efb\u52a1<\/strong><\/p>\n\n\n\n

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<\/p>\n\n\n\n

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\"chart\"
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<\/p>\n\n\n\n

\u91d1\u878d\u5e02\u573a\u4e2d\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u7684\u8bad\u7ec3\u73af\u5883<\/strong><\/p>\n\n\n\n

\u8fc7\u53bb\uff0c\u5f3a\u5316\u5b66\u4e60\u7b49\u81ea\u4e3b\u63a2\u7d22\u548c\u4f18\u5316\u7b97\u6cd5\u53ea\u80fd\u5728\u5b9e\u9a8c\u5ba4\u73af\u5883\u4e0b\u8fd0\u884c\uff0c\u5728\u5b9e\u9645\u573a\u666f\u4e2d\u7684\u5e94\u7528\u53d7\u9650\u3002\u8fd9\u7c7b\u7b97\u6cd5\u4f9d\u8d56\u4e8e\u5728\u6a21\u62df\u73af\u5883\u4e2d\u8fdb\u884c\u7ed3\u679c\u8bc4\u4f30\u548c\u4f18\u5316\u51b3\u7b56\u3002\u7136\u800c\uff0c\u91d1\u878d\u5e02\u573a\u7684\u884c\u4e3a\u548c\u51b3\u7b56\u5f80\u5f80\u8868\u73b0\u4e3a\u8ba2\u5355\u6d41\u7684\u53d8\u5316\uff0c\u8fdb\u800c\u5f71\u54cd\u5e02\u573a\u3002\u5982\u679c\u8bad\u7ec3\u6240\u4f9d\u8d56\u7684\u6a21\u62df\u73af\u5883\u4e0d\u80fd\u591f\u51c6\u786e\u6a21\u62df\u5e02\u573a\u5f71\u54cd\uff0c\u4e14\u65e0\u6cd5\u6839\u636e\u7b97\u6cd5\u7684\u884c\u4e3a\/\u51b3\u7b56\u7684\u6539\u53d8\u53ca\u65f6\u8c03\u6574\u53cd\u9988\uff0c\u90a3\u4e48\u5728\u6a21\u62df\u73af\u5883\u4e2d\u8868\u73b0\u826f\u597d\u7684\u7b97\u6cd5\u5728\u5b9e\u9645\u573a\u666f\u4e2d\u53ef\u80fd\u65e0\u6cd5\u8fbe\u5230\u9884\u671f\u3002\u6b64\u5916\uff0c\u7531\u4e8e\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u9700\u8981\u81ea\u4e3b\u63a2\u7d22\u548c\u8c03\u4f18\uff0c\u5982\u679c\u6a21\u62df\u73af\u5883\u53ea\u80fd\u6a21\u62df\u5e38\u89c4\u573a\u666f\u800c\u65e0\u6cd5\u523b\u753b\u73b0\u5b9e\u4e2d\u7684\u6781\u7aef\u60c5\u51b5\uff0c\u90a3\u4e48\u8bad\u7ec3\u5f97\u5230\u7684\u7b97\u6cd5\u5728\u5b9e\u9645\u5e94\u7528\u65f6\u53ef\u80fd\u4f1a\u5728\u6781\u7aef\u573a\u666f\u4e0b\u51fa\u73b0\u6781\u5176\u4e0d\u4f73\u7684\u8868\u73b0\u3002<\/p>\n\n\n\n

MarS \u7684\u9ad8\u4fdd\u771f\u8c03\u63a7\u751f\u6210\u80fd\u529b\u548c\u5bf9\u5916\u90e8\u4ea4\u4e92\u8ba2\u5355\u7684\u5b9e\u65f6\u53cd\u9988\uff0c\u4e3a\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u5728\u91d1\u878d\u5e02\u573a\u4e0b\u6e38\u4efb\u52a1\u4e2d\u7684\u5e94\u7528\u63d0\u4f9b\u4e86\u66f4\u5e7f\u9614\u7684\u7a7a\u95f4\u3002\u56fe8\u5c55\u793a\u4e86\u5728 MarS \u6a21\u62df\u5f15\u64ce\u4e2d\u4ece\u5934\u5f00\u59cb\u8bad\u7ec3\u4ea4\u6613\u667a\u80fd\u4f53\u7684\u8fc7\u7a0b\u3002\u7814\u7a76\u8868\u660e\uff0c\u968f\u7740\u5e02\u573a\u53cd\u9988\u7684\u4e0d\u65ad\u66f4\u65b0\uff0c\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u5728\u771f\u5b9e\u6a21\u62df\u73af\u5883\u4e2d\u9010\u6b65\u5b66\u4f1a\u4e86\u66f4\u4f18\u7684\u4ea4\u6613\u7b56\u7565\uff0c\u5e76\u83b7\u5f97\u4e86\u4ee4\u4eba\u6ee1\u610f\u7684\u56de\u6d4b\u7ed3\u679c\u3002\u8fd9\u4e00\u6210\u679c\u663e\u793a\u4e86 MarS \u4f5c\u4e3a\u5f3a\u5316\u5b66\u4e60\u8bad\u7ec3\u73af\u5883\u7684\u6f5c\u529b\uff0c\u5c06\u53ef\u4ee5\u4e3a\u91d1\u878d\u5e02\u573a\u7b97\u6cd5\u7684\u81ea\u4e3b\u4f18\u5316\u63d0\u4f9b\u6709\u529b\u652f\u6301\u3002<\/p>\n\n\n\n

\"\u4ee5
\u56fe8\uff1a\u4ee5 MarS \u4e3a\u73af\u5883\u8bad\u7ec3\u7684\u5f3a\u5316\u5b66\u4e60\u4ea4\u6613\u4ee3\u7406\u7684\u8bad\u7ec3\u8868\u73b0\u3002\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\uff0c\u4ee3\u7406\u7684\u6027\u80fd\u663e\u8457\u63d0\u5347\uff0c\u5c55\u793a\u4e86 MarS \u5728\u5e2e\u52a9\u8bad\u7ec3\u5f3a\u5927\u4e14\u9762\u5411\u771f\u5b9e\u5e02\u573a\u7684\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u7684\u80fd\u529b\u3002<\/figcaption><\/figure>\n\n\n\n

<\/p>\n\n\n\n

\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u63a8\u52a8\u5404\u884c\u4e1a\u8fc8\u5411\u667a\u80fd\u5316\u3001\u81ea\u52a8\u5316\u548c\u7cbe\u51c6\u5316\u7684\u65b0\u9ad8\u5ea6<\/h2>\n\n\n\n

\u968f\u7740\u57fa\u4e8e\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u65b0\u8303\u5f0f\u4e0d\u65ad\u5b8c\u5584\uff0c\u91d1\u878d\u5e02\u573a\u76f8\u5173\u9886\u57df\u7684\u5404\u7c7b\u4e0b\u6e38\u4efb\u52a1\u6709\u671b\u901a\u8fc7\u9002\u914d\u8fd9\u4e00\u65b0\u8303\u5f0f\u5b9e\u73b0\u6027\u80fd\u63d0\u5347\u548c\u7a81\u7834\u3002\u66f4\u91cd\u8981\u7684\u662f\uff0c\u8fd9\u4e00\u65b0\u8303\u5f0f\u5177\u6709\u666e\u9002\u6027\u3002\u672a\u6765\uff0c\u5176\u4ed6\u62e5\u6709\u6d77\u91cf\u4e14\u590d\u6742\u6838\u5fc3\u6570\u636e\u7684\u5782\u76f4\u9886\u57df\uff0c\u5305\u62ec\u533b\u7597\u5065\u5eb7\u3001\u80fd\u6e90\u3001\u7269\u6d41\u548c\u5236\u9020\u4e1a\u7b49\uff0c\u4e5f\u5177\u5907\u5f00\u53d1\u884c\u4e1a\u7279\u6709\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u6f5c\u529b\u3002<\/strong>\u4f8b\u5982\uff0c\u80fd\u6e90\u9886\u57df\u53ef\u4ee5\u5229\u7528\u5386\u53f2\u80fd\u6e90\u6d88\u8017\u548c\u4ef7\u683c\u6ce2\u52a8\u7b49\u6570\u636e\uff0c\u5efa\u7acb\u667a\u80fd\u5316\u7684\u80fd\u6e90\u5206\u914d\u548c\u9884\u6d4b\u7cfb\u7edf\u3002<\/p>\n\n\n\n

<\/p>\n\n\n\n

\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u7684\u5e7f\u6cdb\u5e94\u7528\u5c06\u4e0d\u4ec5\u4ec5\u63a8\u52a8\u91d1\u878d\u5e02\u573a\u76f8\u5173\u6280\u672f\u7684\u98de\u8dc3\uff0c\u4e5f\u4e3a\u5176\u4ed6\u6570\u636e\u5bc6\u96c6\u578b\u9886\u57df\u63d0\u4f9b\u4e86\u5168\u65b0\u7684\u7814\u7a76\u65b9\u5411\u548c\u89e3\u51b3\u65b9\u6848\u3002\u4f34\u968f\u65b0\u8303\u5f0f\u7684\u53d1\u5c55\uff0c\u672a\u6765\u4f1a\u6709\u66f4\u591a\u884c\u4e1a\u548c\u9886\u57df\u5728\u751f\u6210\u5f0f\u4eba\u5de5\u667a\u80fd\u7684\u652f\u6301\u4e0b\uff0c\u8fc8\u5411\u667a\u80fd\u5316\u3001\u81ea\u52a8\u5316\u548c\u7cbe\u51c6\u5316\u7684\u65b0\u9ad8\u5ea6\u3002\u6ce8\uff1a\u672c\u6587\u4e2d\u63d0\u5230\u7684\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u5728\u91d1\u878d\u9886\u57df\u7684\u7814\u7a76\u5c5e\u4e8e\u79d1\u7814\u63a2\u7d22\u6027\u8d28\uff0c\u65e8\u5728\u63a8\u52a8\u79d1\u5b66\u8fdb\u6b65\uff0c\u5e76\u4e3a\u91d1\u878d\u9886\u57df\u7684\u7814\u7a76\u548c\u5e94\u7528\u63d0\u4f9b\u7406\u8bba\u548c\u6280\u672f\u652f\u6301\u3002\u6240\u6709\u7814\u7a76\u5747\u4e25\u683c\u9075\u5b88\u5fae\u8f6f\u8d1f\u8d23\u4efb\u7684\u4eba\u5de5\u667a\u80fd\u6d41\u7a0b\u7684\u6307\u5bfc\uff0c\u5e76\u9075\u5faa\u516c\u5e73\u3001\u5305\u5bb9\u3001\u53ef\u9760\u6027\u4e0e\u5b89\u5168\u6027\u3001\u900f\u660e\u3001\u9690\u79c1\u4e0e\u4fdd\u969c\u3001\u8d1f\u8d23\u7684\u539f\u5219\u3002\u6587\u4e2d\u63d0\u53ca\u7684\u6280\u672f\u548c\u65b9\u6cd5\u76ee\u524d\u4ecd\u5904\u4e8e\u7814\u7a76\u548c\u5f00\u53d1\u9636\u6bb5\uff0c\u5c1a\u672a\u5f62\u6210\u5546\u4e1a\u4ea7\u54c1\u6216\u670d\u52a1\uff0c\u4ea6\u4e0d\u6784\u6210\u4efb\u4f55\u91d1\u878d\u89e3\u51b3\u65b9\u6848\u3002\u6211\u4eec\u5efa\u8bae\u8bfb\u8005\u5728\u505a\u51fa\u91d1\u878d\u51b3\u7b56\u65f6\uff0c\u54a8\u8be2\u5177\u6709\u5408\u6cd5\u8d44\u8d28\u7684\u91d1\u878d\u4e13\u4e1a\u673a\u6784\u548c\u4ece\u4e1a\u8005\u3002<\/em><\/p>\n\n\n\n

<\/p>\n\n\n\n

\u76f8\u5173\u6587\u732e\uff1a<\/p>\n\n\n\n

MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process
https:\/\/arxiv.org\/abs\/2403.05751 (opens in new tab)<\/span><\/a><\/p>\n\n\n\n

Controllable Financial Market Generation with Diffusion Guided Meta Agent
https:\/\/arxiv.org\/abs\/2408.12991 (opens in new tab)<\/span><\/a><\/p>\n\n\n\n

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
https:\/\/arxiv.org\/abs\/2409.07486 (opens in new tab)<\/span><\/a><\/p>\n\n\n\n

\u76f8\u5173\u94fe\u63a5\uff1a<\/p>\n\n\n\n

https:\/\/mars-lmm.github.io (opens in new tab)<\/span><\/a><\/p>\n\n\n\n

https:\/\/github.com\/microsoft\/MarS (opens in new tab)<\/span><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

\u7f16\u8005\u6309\uff1a\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\uff08Generative Foundation Model\uff09\u5df2\u6210\u529f\u5e94\u7528\u5728\u591a\u4e2a\u9886\u57df\uff0c\u5e76\u5851\u9020\u4e86\u5168\u65b0\u7684\u751f\u4ea7\u8303\u5f0f\u3002\u5c06\u8fd9\u4e00\u8303\u5f0f\u4e0e\u884c\u4e1a\u7279\u6709\u6570\u636e\u7ed3\u5408\uff0c\u6709\u671b\u6784\u5efa\u5177\u6709\u884c\u4e1a\u7279\u8272\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u3002\u5bf9\u6b64\uff0c\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u4ece\u91d1\u878d\u573a\u666f\u51fa\u53d1\uff0c\u8bbe\u8ba1\u4e86\u5927\u5e02\u573a\u6a21\u578b LMM \u548c\u91d1\u878d\u5e02\u573a\u6a21\u62df\u5f15\u64ce MarS\uff0c\u5e0c\u671b\u5e2e\u52a9\u91d1\u878d\u7814\u7a76\u4eba\u5458\u4e3a\u4e0d\u540c\u573a\u666f\u5b9a\u5236\u751f\u6210\u5f0f\u6a21\u578b\uff0c\u5e76\u4e14\u6784\u5efa\u9002\u7528\u4e8e\u91d1\u878d\u5e02\u573a\u6240\u6709\u4e0b\u6e38\u4efb\u52a1\u7684\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\u5e94\u7528\u65b0\u8303\u5f0f\uff0c\u4e3a\u91d1\u878d\u9886\u57df\u5e26\u6765\u66f4\u9ad8\u7684\u6548\u7387\u548c\u66f4\u7cbe\u51c6\u7684\u5e02\u573a\u6d1e\u5bdf\uff0c\u5728\u9769\u65b0\u91d1\u878d\u573a\u666f\u7684\u540c\u65f6\uff0c\u63a8\u52a8\u76f8\u5173\u9886\u57df\u7684\u8de8\u8d8a\u5f0f\u53d1\u5c55\u3002 \u8fd1\u5e74\u6765\uff0c\u751f\u6210\u5f0f\u57fa\u5ea7\u6a21\u578b\uff08Generative Foundation 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