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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

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Description scientific article published on 25 November 2023
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author: Anisoara Calinescu  Silvia Sapora  Sascha Frey  Peer Nagy  Kang Li  Jakob Foerster  Stefan Zohren 

Publication date November 25, 2023
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