Sascha Frey

Orcid: 0009-0001-6265-9607

According to our database¹, Sascha Frey authored at least 2 papers in 2023.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

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2023

Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network.

[BibT_eX]

[DOI]

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading.

[BibT_eX]

[DOI]

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Sascha Frey

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