20 citations · 36 across the 9 of their papers we have counts for
3 papers · 1 filter
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Matteo Prata, Giuseppe Masi, Leonardo Berti +6
The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL mod…
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
Andrea Coletta, Joseph Jerome, Rahul Savani +1
Limit order books are a fundamental and widespread market mechanism. This paper investigates the use of conditional generative models for order book simulation. For developing a tr…
Learning to simulate realistic limit order book markets from data as a World Agent
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko +1
Multi-agent market simulators usually require careful calibration to emulate real markets, which includes the number and the type of agents. Poorly calibrated simulators can lead t…