arXiv AI By Mojtaba Eslami

Spectral Truncation in Synthetic Control

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arXiv:2607. 25074v1 Announce Type: cross Abstract: Synthetic control (SC) matches a treated unit's pre-treatment trajectory to a weighted combination of donor units.

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arXiv Machine Learning
5d ago

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

arXiv:2608. 13096v1 Announce Type: new Abstract: Limit order book (LOB) simulators are most useful to practitioners when they combine realistic market dynamics, computationally efficient sampling, controllable scenario generation, and the ability to generalize beyond the instruments seen during training---properties that existing agent-based and deep generative simulators provide only partially.

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