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BOLD-Quant-Team

university
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Recent Activity

george-nigm  submitted a paper about 4 hours ago
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
george-nigm  authored a paper about 4 hours ago
Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books
george-nigm  authored a paper about 4 hours ago
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
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Papers

LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models

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kang's profile picture Alexandre Bismuth's profile picture George Nigmatulin's profile picture Kaito Bremner's profile picture Junming An's profile picture Aramis Marti Shahandeh's profile picture Frederik Nolte's profile picture vm's profile picture Jon Jon Wang's profile picture Aaron Rose's profile picture

spaces 1

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BOLD-Quant Oxford LOB Leaderboard

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G20 Mean WS21 by checkpoint and evaluation time

Sep 27

models 1

oxford-lob/mamba3-sp500-scaling-law-ckpts

Updated Jul 30 • 1

datasets 4

oxford-lob/lob-pipeline-squashfs

Viewer • Updated Sep 27 • 1 • 12 • 1

oxford-lob/lob-bench-scoring-methods

Updated Sep 27 • 73

oxford-lob/sigma-0-synthetic-messages

Viewer • Updated Sep 27 • 442k • 18

oxford-lob/paper-figures

Viewer • Updated Aug 27 • 5 • 27
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