most citedJAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

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cs.LG2025

LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data

Peer Nagy, Sascha Frey, Kang Li +5

While financial data presents one of the most challenging and interesting sequence modelling tasks due to high noise, heavy tails, and strategic interactions, progress in this area…