2601.06920v1.pdf

{
  "dorsal/arxiv": [
    {
      "date_modified": "2026-02-17T05:53:08.507000Z",
      "hash": "6107bc928fc283b6f8c4aa58fa7fb34696fc66849b77d8b8fd90af51e71aa8d9",
      "id": "fe5b545b-9947-4353-9b3a-67d9612e80c9",
      "source": {
        "execution_id": "f1db9fde-88ac-4c4f-bc35-4164a9684238",
        "id": "arXiv Dataset",
        "type": "Model",
        "variant": "snapshot-2026-01-17",
        "version": "0.1.0"
      },
      "user_id": 1000002
    }
  ],
  "file/base": {
    "record": {
      "extension": ".pdf",
      "hash": "6107bc928fc283b6f8c4aa58fa7fb34696fc66849b77d8b8fd90af51e71aa8d9",
      "media_type": "application/pdf",
      "media_type_prefix": "application",
      "name": "2601.06920v1.pdf",
      "size": 1586495
    },
    "source": {
      "execution_id": "e926af94-7fb0-4fbb-a740-81897a843a3d",
      "id": "file/base",
      "type": "Model",
      "version": "1.0.0"
    }
  },
  "file/pdf": {
    "private": false,
    "record": {
      "keywords": [],
      "page_count": 32,
      "producer": "pikepdf 8.15.1",
      "title": "Calibrating Agent-Based Financial Markets Simulators with Pretrainable Automatic Posterior Transformation-Based Surrogates",
      "version": "1.7"
    },
    "source": {
      "execution_id": "ec47bc39-a3ca-47cf-96ae-c4249982a939",
      "id": "dorsal/pdf",
      "type": "Model",
      "version": "1.1.0"
    }
  }
}