JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. - Sascha Yves Frey; Kang Li; Peer Nagy; Silvia Sapora; Christopher Lu 001; Stefan Zohren; Jakob N. Foerster; Anisoara Calinescu (ICAIF, 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. - Peer Nagy; Sascha Frey; Silvia Sapora; Kang Li; Anisoara Calinescu; Stefan Zohren; Jakob N. Foerster (ICAIF, 2023)

Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets. - Peer Nagy; Jan-Peter Calliess; Stefan Zohren (CoRR, 2023)

Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets. - Peer Nagy; Jan-Peter Calliess; Stefan Zohren (Frontiers Artif. Intell., 2023)

LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data. - Peer Nagy; Sascha Frey; Kang Li; Bidipta Sarkar; Svitlana Vyetrenko; Stefan Zohren; Ani Calinescu; Jakob N. Foerster (CoRR, 2025)