English
Related papers

Related papers: Generative AI for End-to-End Limit Order Book Mode…

200 papers

Simulating limit order books (LOBs) has important applications across forecasting and backtesting for financial market data. However, deep generative models struggle in this context due to the high noise and complexity of the data. Previous…

Trading and Market Microstructure · Quantitative Finance 2025-09-08 Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren

While financial data presents one of the most challenging and interesting sequence modelling tasks due to high noise, heavy tails, and strategic interactions, progress in this area has been hindered by the lack of consensus on quantitative…

Machine Learning · Computer Science 2025-06-17 Peer Nagy , Sascha Frey , Kang Li , Bidipta Sarkar , Svitlana Vyetrenko , Stefan Zohren , Ani Calinescu , Jakob Foerster

Generative modeling of high-frequency limit order book (LOB) dynamics is a critical yet unsolved challenge in quantitative finance, essential for robust market simulation and strategy backtesting. Existing approaches are often constrained…

Computational Finance · Quantitative Finance 2025-08-08 Yang Li , Zhi Chen

Financial exchanges across the world use limit order books (LOBs) to process orders and match trades. For research purposes it is important to have large scale efficient simulators of LOB dynamics. LOB simulators have previously been…

Trading and Market Microstructure · Quantitative Finance 2023-08-28 Sascha Frey , Kang Li , Peer Nagy , Silvia Sapora , Chris Lu , Stefan Zohren , Jakob Foerster , Anisoara Calinescu

Most sequence-to-sequence (seq2seq) models are autoregressive; they generate each token by conditioning on previously generated tokens. In contrast, non-autoregressive seq2seq models generate all tokens in one pass, which leads to increased…

Computation and Language · Computer Science 2019-10-10 Xuezhe Ma , Chunting Zhou , Xian Li , Graham Neubig , Eduard Hovy

In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are posted to the public limit order book (LOB). Therefore, LOB data…

Trading and Market Microstructure · Quantitative Finance 2021-03-03 Zijian Shi , Yu Chen , John Cartlidge

The Limit Order Book (LOB), the mostly fundamental data of the financial market, provides a fine-grained view of market dynamics while poses significant challenges in dealing with the esteemed deep models due to its strong autocorrelation,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-06 Muyao Zhong , Yushi Lin , Peng Yang

The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the availability and high cost of LOB data restrict its wider…

Trading and Market Microstructure · Quantitative Finance 2021-07-02 Zijian Shi , John Cartlidge

Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we address the task of generating realistic and responsive Limit…

Trading and Market Microstructure · Quantitative Finance 2025-11-21 Leonardo Berti , Bardh Prenkaj , Paola Velardi

We develop a new market-making model, from the ground up, which is tailored towards high-frequency trading under a limit order book (LOB), based on the well-known classification of order types in market microstructure. Our flexible…

Trading and Market Microstructure · Quantitative Finance 2020-01-31 Baron Law , Frederi Viens

In this paper, we propose an event-driven Limit Order Book (LOB) model that captures twelve of the most observed LOB events in exchange-based financial markets. To model these events, we propose using the state-of-the-art Neural Hawkes…

Computational Finance · Quantitative Finance 2025-09-19 Luca Lalor , Anatoliy Swishchuk

In standard autoregressive generation, an LLM predicts the next-token distribution, samples a discrete token, and then discards the distribution, passing only the sampled token as new input. To preserve this distribution's rich information,…

Computation and Language · Computer Science 2025-10-24 Yufan Zhuang , Liyuan Liu , Chandan Singh , Jingbo Shang , Jianfeng Gao

Recently advancements in deep learning allowed the development of end-to-end trained goal-oriented dialog systems. Although these systems already achieve good performance, some simplifications limit their usage in real-life scenarios. In…

Computation and Language · Computer Science 2018-03-16 Stefan Constantin , Jan Niehues , Alex Waibel

Modern generative models for limit order books (LOBs) can reproduce realistic market dynamics, but remain fundamentally passive: they either model what typically happens without accounting for hypothetical future market conditions, or they…

Computational Finance · Quantitative Finance 2026-02-04 Zhuohan Wang , Carmine Ventre

Introducing an algebraic framework for modeling limit order books (LOBs) with tools from physics and stochastic processes, our proposed framework captures the creation and annihilation of orders, order matching, and the time evolution of…

Trading and Market Microstructure · Quantitative Finance 2024-06-10 Johannes Bleher , Michael Bleher

Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each other in the financial markets. Modelling and simulating LOBs is quite often necessary for calibrating and fine-tuning the automated trading…

Trading and Market Microstructure · Quantitative Finance 2024-03-04 Konark Jain , Nick Firoozye , Jonathan Kochems , Philip Treleaven

We present a reproducible research framework for market microstructure combining a deterministic C++ limit order book (LOB) simulator with stochastic order flow generated by multivariate marked Hawkes processes. The paper derives full…

Trading and Market Microstructure · Quantitative Finance 2025-10-10 Sohaib El Karmi

Generative artificial intelligence (AI) technology is revolutionizing the computing industry. Not only its applications have broadened to various sectors but also poses new system design and optimization opportunities. The technology is…

Modeling limit order books (LOBs) dynamics is a fundamental problem in market microstructure research. In particular, generating high-dimensional volume snapshots with strong temporal and liquidity-dependent patterns remains a challenging…

Trading and Market Microstructure · Quantitative Finance 2025-08-13 Zhuohan Wang , Carmine Ventre

Text generation aims to produce human-like natural language output for down-stream tasks. It covers a wide range of applications like machine translation, document summarization, dialogue generation and so on. Recently deep neural…

Computation and Language · Computer Science 2022-03-07 Xiaoyu Shen
‹ Prev 1 2 3 10 Next ›