LOB-ID: Evaluating Synthetic Market Data by Inception Distances

By Andreea Bacalum, Zhuohan Wang, Ollie Olby, Martin Garaj, Namid Stillman

Published 2026-08-13

Everscope rating

1890.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: LOB-ID (Limit Orderbook Inception Distance). Problem types: Generative Modeling, Time Series Forecasting, Anomaly Detection, Ranking, Density Estimation, Algorithmic Execution, Risk Management.

arXiv:2608.13082 · Paper rankings

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