FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

By Zhuohan Wang, Andreea Bacalum, Ollie Olby, Carmine Ventre, Namid Stillman

Published 2026-08-13

Everscope rating

1671.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Conditional Flow Matching for LOB Generation. Problem types: Generative Modeling, Time Series Forecasting, Zero-shot Learning, Transfer Learning, Density Estimation, Algorithmic Execution, Risk Management.

arXiv:2608.13096 · Paper rankings

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