arXiv AI

LOB-ID: Evaluating Synthetic Market Data by Inception Distances

arXiv:2608. 13082v1 Announce Type: cross Abstract: Generative models of limit orderbook (LOB) data have advanced rapidly, but their evaluation often focuses on stylised facts and selected market statistics.

arXiv AI
Jul 15

Scaling Point-in-Time Language Models

arXiv:2607. 11889v1 Announce Type: cross Abstract: Large language models trained on unrestricted internet corpora inevitably embed information from the future, introducing lookahead bias that compromises the validity of backtests and causal inference in finance and the social sciences.

By Bryan Kelly, Semyon Malamud, Johannes Schwab, Teng Andrea Xu
arXiv AI
Jun 26

Limited Reference, Reliable Generation: A Two-Component Framework for Tabular Data Generation in Low-Data Regimes

arXiv:2509. 09960v2 Announce Type: replace-cross Abstract: Synthetic tabular data generation is increasingly essential in machine learning, supporting downstream applications when real-world, high-quality tabular data is insufficient.

By Mingxuan Jiang, Keyang Chen, Yongxin Wang, Yongsheng Zhao, Ziyue Dai, Yicun Liu, Zeping Li, Qiuyang Zhang, Hongyi Nie, Hongbin Zhu, Sen Liu, Guangnan Ye, Hongfeng Chai
arXiv AI
Aug 12

JEPA-DNA: Grounding Genomic Foundation Models through Joint-Embedding Predictive Architectures

arXiv:2602. 17162v3 Announce Type: replace Abstract: Genomic Foundation Models (GFMs) typically rely on Masked Language Modeling (MLM) or Next-Token Prediction (NTP) to learn the "Laws of Nature".

By Ariel Larey, Elay Dahan, Amit Bleiweiss, Raizy Kellerman, Guy Leib, Omri Nayshool, Dan Ofer, Tal Zinger, Dan Dominissini, Gideon Rechavi, Nicole Bussola, Simon Lee, Shane O'Connell, Dung Hoang, Marissa Wirth, Alexander W. Charney, Nati Daniel, Yoli Shavit