ResearchTrend.AI
Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology

Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology

Zijian Shi
John Cartlidge
ArXivPDFHTML

Papers citing "Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology"

3 / 3 papers shown
Title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
Leonardo Berti
Gjergji Kasneci
AI4TS
156
1
0
12 Feb 2025
TRADES: Generating Realistic Market Simulations with Diffusion Models
TRADES: Generating Realistic Market Simulations with Diffusion Models
Leonardo Berti
Bardh Prenkaj
Paola Velardi
DiffM
170
1
0
31 Jan 2025
Generating Realistic Stock Market Order Streams
Generating Realistic Stock Market Order Streams
Junyi Li
Xintong Wang
Yaoyang Lin
Arunesh Sinha
Michael P. Wellman
GAN
AIFin
62
81
0
07 Jun 2020