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.
Peer NagySascha FreySilvia SaporaKang LiAnisoara CalinescuStefan ZohrenJakob N. FoersterPublished in: CoRR (2023)
Keyphrases
- generative model
- end to end
- autoregressive
- state space
- high bandwidth
- congestion control
- probabilistic model
- discriminative learning
- differentiated services
- prior knowledge
- em algorithm
- internet protocol
- transport layer
- generative and discriminative models
- admission control
- latent dirichlet allocation
- random fields
- conditional random fields
- topic models
- non stationary
- expectation maximization
- multiscale