Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network

23 August 2023

Papers citing "Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network"

7 / 7 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 181 1 0 13 Feb 2025
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 195 1 0 12 Feb 2025
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making Jian Guo Saizhuo Wang Yiyan Qi 84 0 0 15 Nov 2024
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio Stephan Eckstein Songyan Hou AI4TS 89 2 0 05 Nov 2024
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 116 4 0 04 Sep 2024
Large Investment Model Jian Guo H. Shum AIFin 128 0 0 12 Aug 2024
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges Yuqi Nie Yaxuan Kong Xiaowen Dong John M. Mulvey H. Vincent Poor Qingsong Wen Stefan Zohren AIFin 99 53 0 15 Jun 2024