SimLOB: Learning Representations of Limit Order Book for Financial Market Simulation
Yuanzhe Li; Yue Wu; Muyao Zhong; Shengcai Liu; Peng Yang
- Published
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Journal / collection
- IEEE Transactions on Artificial Intelligence
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1109/tai.2025.3640135
The original publisher provides the full text and its access options.
Cite this source
Yuanzhe Li; Yue Wu; Muyao Zhong; Shengcai Liu; Peng Yang. SimLOB: Learning Representations of Limit Order Book for Financial Market Simulation. IEEE Transactions on Artificial Intelligence. 2026-06. https://doi.org/10.1109/tai.2025.3640135