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Generating Realistic Stock Market Order Streams

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References

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2019Stock Market Prediction Based on Generative Adversarial Network313 cited
2018Deep Learning for Forecasting Stock Returns in the Cross-Section124 cited
2018The Double Auction Market Institution: A Survey104 cited
2016Limit Order Books78 cited
2020Generative adversarial networks for financial trading strategies fine-tuning and combination70 cited

Cited by

2021Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model42 cited
2022Learning to simulate realistic limit order book markets from data as a World Agent23 cited

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