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"Generative AI for End-to-End Limit Order Book Modelling: A Token-Level ..."
Peer Nagy et al. (2023)
- 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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