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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…
q-fin.TR2025
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
Zhuohan Wang, Carmine Ventre
Modeling limit order books (LOBs) dynamics is a fundamental problem in market microstructure research. In particular, generating high-dimensional volume snapshots with strong tempo…