ReLOBGen: replayable limit order book message generation
Read the original at arxiv.org→arXiv:2609.35867v1 Announce Type: new Abstract: We propose ReLOBGen, a method for generating limit order book (LOB) messages that are replayable by construction. Replayability is required for closed-loop market...
Original headline: "ReLOBGen: Replayable Limit Order Book Message Generation"
Coverage timeline
- Sep 30, 04:00 UTC arXiv cs.LG lead source ReLOBGen: Replayable Limit Order Book Message Generation