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Coletta, Andrea ORCID: 0000-0003-1401-1715, Jerome, Joseph ORCID: 0000-0002-8312-0053, Savani, Rahul ORCID: 0000-0003-1262-7831 and Vyetrenko, Svitlana ORCID: 0000-0001-7650-9880 (2023) Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. In: ICAIF '23: 4th ACM International Conference on AI in Finance.