Frey, Sascha Yves

1 publications

ICML 2025 LOB-Bench: Benchmarking Generative AI for Finance - An Application to Limit Order Book Data Peer Nagy, Sascha Yves Frey, Kang Li, Bidipta Sarkar, Svitlana Vyetrenko, Stefan Zohren, Ani Calinescu, Jakob Nicolaus Foerster