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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nagy, Peer, Frey, Sascha, Li, Kang, Sarkar, Bidipta, Vyetrenko, Svitlana, Zohren, Stefan, Calinescu, Ani, Foerster, Jakob
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Computational Engineering, Finance, and Science Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.09172