Author

Alexandros Iosifidis

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#artificial intelligence Nov 2025

LOBERT: Generative AI Foundation Model for Limit Order Book Messages

This work introduces LOBERT, a general-purpose encoder-only foundation model for LOB data suitable for downstream fine-tuning and achieves leading performance in tasks such as predicting mid-price movements and next messages, while reducing the required context length compared to previous methods.

Eljas Linna, K. Baltakys, Alexandros Iosifidis et al. · arXiv.org · 3 citations