Author

Andreea Bacalum

h-index 0 View on Semantic Scholar

We have 1 of 3 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Aug 2026

LOB-ID: Evaluating Synthetic Market Data by Inception Distances

This work introduces LOB-ID, an embedding-based framework that adapts the Fr\'echet Inception Distance and Monge Inception Distance to LOB data, and scores five generative LOB models, spanning stochastic baselines and deep learning approaches, and finds that LOB-ID ranks them in line with the joint temporal and cross-l...

Andreea Bacalum, Zhuo-Han Wang, Ollie Olby et al. · 0 citations