2 citations · 3 across the 8 of their papers we have counts for
4 papers · 1 filter
ReLOBGen: Replayable Limit Order Book Message Generation
Junoh Kang, Kiseop Lee, Bohyung Han
We propose ReLOBGen, a method for generating limit order book (LOB) messages that are replayable by construction. Replayability is required for closed-loop market simulation, yet e…
Probabilistic Signature Inversion: Learning Conditional Distributions from Truncated Signatures
Junoh Kang, Kiseop Lee, Bohyung Han
The signature transform is a principled feature map for continuous-time paths, valued for its uniqueness and universality. Recovering a path from its truncated signature is, howeve…
Enhanced Diffusion Sampling via Extrapolation with Multiple ODE Solutions
Jinyoung Choi, Junoh Kang, Bohyung Han
Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To ad…
Observation-Guided Diffusion Probabilistic Models
Junoh Kang, Jinyoung Choi, Sungik Choi +1
We propose a novel diffusion-based image generation method called the observation-guided diffusion probabilistic model (OGDM), which effectively addresses the tradeoff between qual…