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2025 ICML ICML 2025

LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data

Abstract

No abstract available. No abstract was captured for this paper when its proceedings were scraped - most often an older edition published without one online. How the corpus is built.

🌉 Interdisciplinary Bridge - Artificial Intelligence and Data Science & Analytics

Authors

Peer Nagy, Sascha Yves Frey, Kang Li, Bidipta Sarkar, Svitlana Vyetrenko, Stefan Zohren, Ani Calinescu, Jakob Nicolaus Foerster

Topics

Machine Learning > Application Areas > Domain Adaptation Deep Learning > Models > Generative Models Data Science & Analytics > Applications > Risk Management

Keywords

autoregressive model generative ai limit order book gan market impact metrics order imbalance
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