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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Feb 202519922001200920172026
2 results for “LOB-Bench”
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Datacs.LG

LOB-Bench benchmarks generative AI for financial data, outperforming traditional models.

problem Lack of consensus on evaluating generative AI models for financial data.
method Python-based benchmark with LOB statistics and market impact metrics.
result Generative autoregressive models outperform traditional models in LOB data.
financial datagenerative AIlimit order bookLOB-Benchbenchmarking
2025-02-13abs ↗pdf ↗
Painting the market: generative diffusion models for financial limit order book simulation and forecastingq-fin.TR

Generative diffusion models improve financial LOB simulation and forecasting.

problem High noise and complexity in financial LOB data makes deep generative models ineffective.
method Convert LOB data to images, apply diffusion models with inpainting for long-term sequence generation.
result Our method achieves state-of-the-art performance on LOB-Bench, improving coherence over local details.
financial LOBgenerative modelsdiffusionimage inpaintingforecasting
2025-09-05abs ↗pdf ↗