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DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order

Publication: DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books. Published Feb 3, 2026.

Research & Papers
arxiv.orgPublished Feb 3, 2026
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Overview

Publication: DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books. Published Feb 3, 2026.

Publication information

Publication title
DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books
Authors
Zhuohan Wang, Carmine Ventre
Published
Feb 3, 2026
Last publication revision
Feb 3, 2026
Subject areas
q-fin.CP, cs.AI
Publication source
arxiv.org · abs/2602.03776v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2602.03776 ↗

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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

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Language
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Code license
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