Market Microstructure papers, 2023–2026
Order book modeling
Scope: NeurIPS, ICLR, ICML and CVPR, 2023–2026. 24 papers are tagged with this topic.
Key findings
- Market Microstructure went from 6 papers in 2023 to 6 in 2026, roughly 1.0x in three years.
- ICML publishes the most Market Microstructure work: 10 papers from 2023 to 2026, 42% of the four-venue total.
- Among the 5 topics under Finance and Economics, it ranks #5 by 2026 paper count; the fastest grower in the group, Macro Forecasting, is up 8.0x versus 1.0x here.
Papers per venue
Counts by year and venue
| Year | NeurIPS | ICLR | ICML | CVPR | Total |
|---|---|---|---|---|---|
| 2023 | 2 | 2 | 1 | 1 | 6 |
| 2024 | 0 | 0 | 6 | 1 | 7 |
| 2025 | 2 | 1 | 1 | 1 | 5 |
| 2026 | 4 | 0 | 2 | 0 | 6 |
Representative papers
Spread across years and venues so every edition shows up
- NeurIPS 2026StakeBench: Evaluating Language Understanding Grounded in Market Commitment
- ICML 2026Joint-Embedding Predictive Learning of Latent Market States in U.S. Equities
- NeurIPS 2025A Sustainable AI Economy Needs Data Deals That Work for Generators
- ICML 2025A Market for Accuracy: Classification Under Competition
- ICLR 2025MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
- CVPR 2025Order-One Rolling Shutter Cameras
- ICML 2024A Tensor Decomposition Perspective on Second-order RNNs
- CVPR 2024CURSOR: Scalable Mixed-Order Hypergraph Matching with CUR Decomposition
- NeurIPS 2023Data Market Design through Deep Learning
- ICML 2023Enabling First-Order Gradient-Based Learning for Equilibrium Computation in Markets
- ICLR 2023SP2 : A Second Order Stochastic Polyak Method
- CVPR 2023Efficient Second-Order Plane Adjustment
- NeurIPS 2026The Minimax Rate of Second-Order Calibration
- ICML 2026How to Price Data: A Market Equilibrium Based Approach
- NeurIPS 2025Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets
- ICML 2024The Computational Complexity of Finding Second-Order Stationary Points
- NeurIPS 2023Higher-Order Uncoupled Dynamics Do Not Lead to Nash Equilibrium - Except When They Do
- ICLR 2023Statistical Inference for Fisher Market Equilibrium
- NeurIPS 2026HRIL: Isolating Multimodal Synergy via Higher-Order Dependence
- ICML 2024Learning High-Order Relationships of Brain Regions
All Market Microstructure papers
6 papers, page 1 of 1
- CVPR 2023Efficient Second-Order Plane Adjustment
- ICLR 2023SP2 : A Second Order Stochastic Polyak Method
- ICLR 2023Statistical Inference for Fisher Market Equilibrium
- ICML 2023Enabling First-Order Gradient-Based Learning for Equilibrium Computation in Markets
- NeurIPS 2023Data Market Design through Deep Learning
- NeurIPS 2023Higher-Order Uncoupled Dynamics Do Not Lead to Nash Equilibrium - Except When They Do
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FAQ
- How many Market Microstructure papers were published at NeurIPS, ICLR, ICML and CVPR from 2023 to 2026?
- 24 in total: 6 in 2023, 7 in 2024, 5 in 2025, 6 in 2026.
- How many Market Microstructure papers are at NeurIPS 2026?
- NeurIPS 2026 has 4 Market Microstructure papers, versus 2 the year before.
- How many Market Microstructure papers are at ICLR 2025?
- ICLR 2025 has 1 Market Microstructure papers.
- How many Market Microstructure papers are at ICML 2026?
- ICML 2026 has 2 Market Microstructure papers, versus 1 the year before.
- How many Market Microstructure papers are at CVPR 2025?
- CVPR 2025 has 1 Market Microstructure papers, versus 1 the year before.
- Which conference publishes the most Market Microstructure papers?
- ICML, with 10 papers from 2023 to 2026.