DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books

By Zhuohan Wang, Carmine Ventre

Published 2026-02-03

Everscope rating

1557.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: DiffLOB. Problem types: Generative Modeling, Time Series Forecasting, Causal Inference, Density Estimation, Classification, Regression.

arXiv:2602.03776 · Code · Paper rankings

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