Author of the publication

DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift.

, , , , and . CoRR, (2022)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set., , , , , and . CoRR, (2021)A Model-Based Synthetic Stock Price Time Series Generation Framework., , and . CoRR, (2023)Towards realistic market simulations: a generative adversarial networks approach., , , , , , , and . ICAIF, page 46:1-46:9. ACM, (2021)StyleTime: Style Transfer for Synthetic Time Series Generation., and . ICAIF, page 489-496. ACM, (2022)Optimal Stopping with Gaussian Processes., , , , and . ICAIF, page 497-505. ACM, (2022)Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators., , and . CoRR, (2021)LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study., , , , , , , , and . CoRR, (2023)On the Constrained Time-Series Generation Problem., , , and . CoRR, (2023)LLM-driven Imitation of Subrational Behavior : Illusion or Reality?, , , , and . CoRR, (2024)Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach., , and . CoRR, (2023)