Do LLMs Understand Limit Order Book Dynamics?

arXiv:2608.23706 · cs.AI · Submitted 2026-08-24 · Read on arXiv

cs.AI

Submitted: 2026-08-24

Updated: 2026-08-24

Terminology

• World Model — 11× in this paper · explained in 7 episodes
• Transformer — 7× in this paper · explained in 2 episodes
• Benchmark — 3× in this paper · explained in 2 episodes
• Consistency — 2× in this paper · explained in 3 episodes
• Large Language Model (LLM) — 2× in this paper · explained in 3 episodes
• Loss Function — 2× in this paper · explained in 2 episodes
• Task Planning — 2× in this paper · explained in 2 episodes
• Abstraction — 1× in this paper · explained in 1 episode
• Attention Mechanism — 1× in this paper · explained in 3 episodes
• Foundation Model — 1× in this paper · explained in 3 episodes
• Generative AI — 1× in this paper · explained in 2 episodes
• Generative Model — 1× in this paper · explained in 2 episodes
• Geometric Distribution — 1× in this paper · explained in 2 episodes
• Stochastic Dynamics — 1× in this paper · explained in 2 episodes

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