Update README.md
Browse filesThis dataset contains the generated limit order book data for the models evaluated in "LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data" (https://arxiv.org/abs/2502.09172).
More resources can be found at https://lobbench.github.io/
The project code is available at https://github.com/peernagy/lob_bench