Generating Realistic Stock Market Order Streams

7 June 2020

Papers citing "Generating Realistic Stock Market Order Streams"

9 / 9 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 57 0 0 27 Mar 2025
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation Jaskaran Singh Walia Aarush Sinha Srinitish Srinivasan Srihari Unnikrishnan 46 0 0 24 Feb 2025
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 42 0 0 12 Feb 2025
TRADES: Generating Realistic Market Simulations with Diffusion Models Leonardo Berti Bardh Prenkaj Paola Velardi DiffM 89 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
A Modular Framework for Reinforcement Learning Optimal Execution Fernando de Meer Pardo Christoph Auth F. Dascalu OffRL 13 0 0 11 Aug 2022
Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets Masanori Hirano Hiroki Sakaji Kiyoshi Izumi GAN 28 6 0 28 Apr 2022
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis Zijian Shi John Cartlidge 13 5 0 01 Jul 2021
Decision-Aware Conditional GANs for Time Series Data He Sun Zhun Deng Hui Chen David C. Parkes CML AI4TS 27 17 0 26 Sep 2020