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cs.LG2026
FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching
Zhuohan Wang, Andreea Bacalum, Ollie Olby +2
Limit order book (LOB) simulators are most useful to practitioners when they combine realistic market dynamics, computationally efficient sampling, controllable scenario generation…
cs.LG2025
ORGEval: Graph-Theoretic Evaluation of LLMs in Optimization Modeling
Zhuohan Wang, Ziwei Zhu, Ziniu Li +8
Formulating optimization problems for industrial applications demands significant manual effort and domain expertise. While Large Language Models (LLMs) show promise in automating…
cs.LG2024
A Financial Time Series Denoiser Based on Diffusion Model
Zhuohan Wang, Carmine Ventre
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generat…