The repository packages the research workflow from raw-data preparation through training and evaluation, with optional dependencies separated by use case.
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LoBiFlow
History-conditioned flow matching for generating level-2 limit order books.
Problem
Limit-order-book generation must preserve temporal context and market microstructure rather than model isolated snapshots.
Approach
Condition a flow-matching generator on chronological order-book history with reproducible data, training, and benchmark entry points.
Role
Public repository maintainer