StochLOB: Heavy-Tailed Score Matching for Robust Limit Order Book Trend Prediction

cs.LG, q-fin.TR, stat.ML

Submitted: 2026-10-15

Updated: 2026-10-15

Comments: 32 pages, 5 figures. NeurIPS 2026 Workshop: AI for Stochastic Dynamics

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Related papers

• Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation
• AIRL-S: Unifying Reinforcement Learning and Search-Based Test-Time Scaling via Adversarial Inverse Reinforcement Learning
• Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation
• Convergence issues in Relational Concept Analysis based on AOC-posets
• Beliefs Beyond Posteriors: The Predictive Cost of ELBO Binding
• Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks