3 results: page 1 of 1
Sept 2025
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren
Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren
Jul 2025
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
Peer Nagy , Sascha Yves Frey , Kang Li , Bidipta Sarkar , Svitlana Vyetrenko , Stefan Zohren , Anisoara Calinescu , Jakob Nicolaus Foerster
Feb 2024
Wisdom of the Crowds or Ignorance of the Masses? A Data-Driven Guide to WallStreetBets
in The Journal of Portfolio Management
Valentina Semenova , Dragos Gorduza , William Wildi , Xiaowen Dong , Stefan Zohren
in The Journal of Portfolio Management
Valentina Semenova , Dragos Gorduza , William Wildi , Xiaowen Dong , Stefan Zohren