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  1. 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

    Article • November 2023, ACM (Association for Computing Machinery)

    Sascha Frey

  2. A Limit Order Book Simulator that runs on the GPU and can be used for Reinforcement Learning.

    Article • November 2023, ACM (Association for Computing Machinery)

    Sascha Frey