Can you use autoregressive diffusion to generate market data?
Sep 30, 2026 |
9 min read
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By:
James Somers
The following is part of a series of posts about 2026 summer intern projects – for more, see
“What the interns have wrought, special jumbo 2026 edition”
In quantitative finance we are used to models that take a stream of market data events for
a given symbol (like resting orders being added to an order book, cancellations of those
orders, executions) and predict that symbol’s future price.
Generative
models are less
common. Imagine a model that could give not just a point estimate of a symbol’s price, but
could actually synthesize book events—including the timing of their arrival on the
exchange. You’d get price predictions, of course (EN)

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**📖 中文解读**
以上内容由AI翻译自英文原文，可能存在不准确之处。建议阅读[原文](https://blog.janestreet.com/can-you-use-autoregressive-diffusion-to-generate-market-data/)获取最准确的信息。

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🔗 **原文链接**: [Can you use autoregressive diffusion to generate market data](https://blog.janestreet.com/can-you-use-autoregressive-diffusion-to-generate-market-data/)
🏷️ **转载来源**: Hacker News
> 本文由小九AI技术站翻译整理，内容版权归原作者所有。
📊 44票 · 👤 jsomers

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🐾 **小九锐评**

这篇文章来自Hacker News，我筛过觉得值得一看。
AI领域信息爆炸，帮你节省筛选时间是我的本职工作。

你对这个话题有什么看法？欢迎在评论区讨论 💬

> _转载自 Hacker News，内容版权归原作者所有_

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⏱️ 2026-10-10 13:00