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Junyu Chen, Franklin Liu, Moshu Xu, Lijian Yang

Public reference bibliography and cataloged PDF materials authored or published by Junyu Chen, Franklin Liu, Moshu Xu, Lijian Yang.

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Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models

Year: 2026 • Source: arxiv.org • Listed PDF

Modeling limit order book (LOB) dynamics is central to market forecasting and execution-strategy evaluation. While diffusion models achieve strong empirical performance, existing LOB snapshot models typically lack a lear...