Related papers: DiffVolume: Diffusion Models for Volume Generation…

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…

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…

Limit order book (LOB) is a dynamic, event-driven system that records real-time market demand and supply for a financial asset in a stream flow. Event stream prediction in LOB refers to forecasting both the timing and the type of events.…

We propose a new model for the level I of a Limit Order Book (LOB), which incorporates the information about the standing orders at the opposite side of the book after each price change and the arrivals of new orders within the spread. Our…

Controllable layout generation aims at synthesizing plausible arrangement of element bounding boxes with optional constraints, such as type or position of a specific element. In this work, we try to solve a broad range of layout generation…

Diffusion-based generative models have demonstrated a capacity for perceptually impressive synthesis, but can they also be great likelihood-based models? We answer this in the affirmative, and introduce a family of diffusion-based…

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

With the emergence of diffusion models as a frontline generative model, many researchers have proposed molecule generation techniques with conditional diffusion models. However, the unavoidable discreteness of a molecule makes it difficult…

Diffusion models have emerged as powerful tools for high-quality image generation and editing, but guiding these models to produce specific outputs remains a challenge. Conventional approaches rely on conditioning mechanisms, such as text…

Predictive models trained on imbalanced data tend to produce biased results. This problem is exacerbated when there is not just one output label, but a set of them. This is the case for multilabel learning (MLL) algorithms used to classify…

In this work, we present a continuous-time large-population game for modeling market microstructure betweentwo consecutive trades. The proposed modeling framework is inspired by our previous work [23]. In this framework, the Limit Order…

Creating graphic layouts is a fundamental step in graphic designs. In this work, we present a novel generative model named LayoutDiffusion for automatic layout generation. As layout is typically represented as a sequence of discrete tokens,…

Generative AI has redefined artificial intelligence, enabling the creation of innovative content and customized solutions that drive business practices into a new era of efficiency and creativity. In this paper, we focus on diffusion…

Personalized text-to-image generation has gained significant attention for its capability to generate high-fidelity portraits of specific identities conditioned on user-defined prompts. Existing methods typically involve test-time…

Recent advancements in large language models (LLMs) have significantly enhanced their knowledge and generative capabilities, leading to a surge of interest in leveraging LLMs for high-quality data synthesis. However, synthetic data…

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

We explore the methodology and theory of reward-directed generation via conditional diffusion models. Directed generation aims to generate samples with desired properties as measured by a reward function, which has broad applications in…

Diffusion models have made significant strides in language-driven and layout-driven image generation. However, most diffusion models are limited to visible RGB image generation. In fact, human perception of the world is enriched by diverse…

Although autoregressive models have dominated language modeling in recent years, there has been a growing interest in exploring alternative paradigms to the conventional next-token prediction framework. Diffusion-based language models have…

Diffusion models have become the go-to method for many generative tasks, particularly for image-to-image generation tasks such as super-resolution and inpainting. Current diffusion-based methods do not provide statistical guarantees…