DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting
Algorithms under Distributional Shift

DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift

17 November 2022

Yousef El-Laham

Svitlana Vyetrenko

Papers citing "DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift"

9 / 9 papers shown

Title
LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data Peer Nagy Sascha Frey Kang Li Bidipta Sarkar Svitlana Vyetrenko Stefan Zohren Ani Calinescu Jakob Foerster 84 1 0 13 Feb 2025
Multi-Step Time Series Inference Agent for Reasoning and Automated Task Execution Wen Ye Yizhou Zhang Wei Yang Lumingyuan Tang Defu Cao Jie Cai Yan Liu BDL CoGe AI4TS 36 2 0 05 Oct 2024
Coupled Multiwavelet Neural Operator Learning for Coupled Partial Differential Equations Xiongye Xiao De-An Cao Ruochen Yang Gaurav Gupta Gengshuo Liu Chenzhong Yin R. Balan P. Bogdan 66 9 0 04 Mar 2023
Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting Wei Fan Pengyang Wang Dongkun Wang Dongjie Wang Yuanchun Zhou Yanjie Fu AI4TS 19 75 0 22 Feb 2023
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification M. Shabani D. Tran J. Kanniainen Alexandros Iosifidis OOD AIFin 19 6 0 23 Jul 2022
Generalized Out-of-Distribution Detection: A Survey Jingkang Yang Kaiyang Zhou Yixuan Li Ziwei Liu 171 873 0 21 Oct 2021
A Fine-Grained Analysis on Distribution Shift Olivia Wiles Sven Gowal Florian Stimberg Sylvestre-Alvise Rebuffi Ira Ktena Krishnamurthy Dvijotham A. Cemgil OOD 215 201 0 21 Oct 2021
Deep Visual Domain Adaptation G. Csurka OOD 130 185 0 28 Dec 2020
Are We Modeling the Task or the Annotator? An Investigation of Annotator Bias in Natural Language Understanding Datasets Mor Geva Yoav Goldberg Jonathan Berant 237 319 0 21 Aug 2019