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cs.LG2026
OrderFlowDiT: Transport-Regularized Diffusion Transformer for Probabilistic Limit-Order Supply Forecasting
Jung Hun Phee, Tucker Balch
We study the conditional distribution of limit-order volume submitted over the next five minutes, given the current order book and recent order flow. The task requires capturing pr…
q-fin.PM2026★ 1 cited
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
Srijan Sood, Kassiani Papasotiriou, Marius Vaiciulis +1
Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio opti…