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

LOB-ID: Evaluating Synthetic Market Data by Inception Distances

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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.

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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.

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

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