Lobster
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Fair Order Matching | LOBSTER NASDAQ | Spread0.85 | 17 | |
| Graph Generation | Lobster (test) | Training Time (s)0.11 | 6 | |
| Graph Generation | Lobster | MMD RBF0.04 | 6 | |
| Graph Generation | Expanded Lobster (test) | Uniqueness99.9 | 5 | |
| Market Regime Identification | LOBSTER BTC/USD 2023 Q1 (test) | Regime Accuracy86.4 | 4 | |
| Volatility Forecasting | BTC/USD (LOBSTER) 2023 Q1 (test) | Volatility0.014 | 4 |
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