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2303.00080
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Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology
28 February 2023
Zijian Shi
John Cartlidge
Re-assign community
ArXiv (abs)
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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
Leonardo Berti
Gjergji Kasneci
AI4TS
158
1
0
12 Feb 2025
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
Junyi Li
Xintong Wang
Yaoyang Lin
Arunesh Sinha
Michael P. Wellman
GAN
AIFin
62
81
0
07 Jun 2020
1
