Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness

22 June 2023

Papers citing "Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness"

6 / 6 papers shown

Title
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 52 0 0 27 Mar 2025
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
TRADES: Generating Realistic Market Simulations with Diffusion Models Leonardo Berti Bardh Prenkaj Paola Velardi DiffM 83 1 0 31 Jan 2025
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model Junjie Li Yang Liu Weiqing Liu Shikai Fang Lewen Wang Chang Xu Jiang Bian VGen 38 4 0 04 Sep 2024
Diffusion Models in Vision: A Survey Florinel-Alin Croitoru Vlad Hondru Radu Tudor Ionescu M. Shah DiffM VLM MedIm 194 1,138 0 10 Sep 2022
TrafficSim: Learning to Simulate Realistic Multi-Agent Behaviors Simon Suo S. Regalado Sergio Casas R. Urtasun 140 224 0 17 Jan 2021