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"Generative AI for End-to-End Limit Order Book Modelling: A Token-Level ..."

Peer Nagy et al. (2023)

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DOI: 10.1145/3604237.3626898

access: closed

type: Conference or Workshop Paper

metadata version: 2023-12-10

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  dblp key:
  - conf/icaif/NagyFSLCZF23
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  - https://dblp.org/rec/conf/icaif/NagyFSLCZF23
Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster:
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network. ICAIF 2023: 91-99

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