ReLOBGen: Replayable Limit Order Book Message Generation
cs.LG
Submitted: 2026-09-26
Updated: 2026-09-26
Sources
- Painting the market: generative diffusion models for financial limit order book simulation and forecasting
- TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
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