FLAIR's generative limit-order-book "quant FM" line (ICML 2025): LOBS5 models message-level order-flow generatively, and LOB-Bench is the first rigorous benchmark for evaluating generative finance models. Repos remain active into 2026. A scientific-FM thrust from Foerster's FLAIROx; parameters undisclosed.

Model Details

Architecture DENSE

Paper

Venue ICML 2025
scienceresearch