13 citations · 19 across the 8 of their papers we have counts for
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cs.AI2026
Do LLMs Understand Limit Order Book Dynamics?
Junxiao Chen, Paul Glasserman
A large language model (LLM) trained on synthetic limit order book (LOB) data achieves near perfect scores in generating valid sequences of LOB events. However, the LLM's implicit…
cs.AI2025
Do Large Language Models (LLMs) Understand Chronology?
Pattaraphon Kenny Wongchamcharoen, Paul Glasserman
Large language models (LLMs) are increasingly used in finance and economics, where prompt-based attempts against look-ahead bias implicitly assume that models understand chronology…