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20232026
most citedA multi-objective combinatorial optimisation framework for large scale hierarchical population synthesis

1 citations · 4 across the 16 of their papers we have counts for

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q-fin.TR2023★ 1 cited

Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network

Peer Nagy, Sascha Frey, Silvia Sapora +4

Developing a generative model of realistic order flow in financial markets is a challenging open problem, with numerous applications for market participants. Addressing this, we pr…