2 results: page 1 of 1
Sept 2025
Working Paper
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse ,  Kang Li ,  Jakob Foerster ,  Anisoara Calinescu ,  Stefan Zohren
Jul 2025
Conference Paper
LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data
Peer Nagy ,  Sascha Yves Frey ,  Kang Li ,  Bidipta Sarkar ,  Svitlana Vyetrenko ,  Stefan Zohren ,  Anisoara Calinescu ,  Jakob Nicolaus Foerster