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q-fin.TR2025★ 1 cited
TRADES: Generating Realistic Market Simulations with Diffusion Models
Leonardo Berti, Bardh Prenkaj, Paola Velardi
Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we add…
q-fin.TR2023★ 1 cited
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Matteo Prata, Giuseppe Masi, Leonardo Berti +6
The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL mod…