Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models

arXiv:2610.25495 · cs.LG, econ.EM, q-fin.TR · Submitted 2026-10-18 · Read on arXiv

cs.LG, econ.EM, q-fin.TR

Submitted: 2026-10-18

Updated: 2026-10-18

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Diffusion Model — 1× in this paper · explained in 10 episodes
• Diffusion Models — 1× in this paper · explained in 9 episodes

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