Finding 3936Emerging EvidenceValidation V0
This paper introduces an innovative event-driven simulation framework for Electronic Financial Markets by integrating a Neural Hawkes process with deep reinforcement learning to simulate market-making across $12$ LOB event types. Its approach and extension of diffusion models significantly enhance LOB modeling, offering a fresh perspective with practical high-frequency trading applications.
86%Confidence
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Supporting86% linkage confidence
This paper introduces an innovative event-driven simulation framework for Electronic Financial Markets by integrating a Neural Hawkes process with deep reinforcement learning to simulate market-making across $12$ LOB event types. Its approach and extension of diffusion models significantly enhance LOB modeling, offering a fresh perspective with practical high-frequency trading applications.
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Inspect source: Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.