A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow

By Sohaib El Karmi

Published 2025-10-09

Everscope rating

1764.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

5 / 5

About this paper

Methodology: Hawkes-Driven Limit Order Book Simulation. Problem types: Generative Modeling, Market Making, Algorithmic Execution, Risk Management, Density Estimation, Time Series Forecasting.

arXiv:2510.08085 · Code · Paper rankings

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