An image-based diffusion with inpainting generates limit order book futures and achieves state-of-the-art distributional similarity on GOOG within LOB-Bench.
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Painting the market: generative diffusion models for financial limit order book simulation and forecasting
An image-based diffusion with inpainting generates limit order book futures and achieves state-of-the-art distributional similarity on GOOG within LOB-Bench.