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2025
ICML
ICML 2025
LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data
Authors
Peer Nagy
,
Sascha Yves Frey
,
Kang Li
,
Bidipta Sarkar
,
Svitlana Vyetrenko
,
Stefan Zohren
,
Ani Calinescu
,
Jakob Nicolaus Foerster
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