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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: 10.48550/ARXIV.2309.00638

access: open

type: Informal or Other Publication

metadata version: 2023-09-12

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  - journals/corr/abs-2309-00638
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  - https://dblp.org/rec/journals/corr/abs-2309-00638
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. CoRR abs/2309.00638 (2023)

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