The Lost Generation more specifically was a group of writers and artists who lived and worked in Paris or in other parts of Europe during World War I and the Depression. This group included authors such as F. Scott Fitzgerald, Ernest Hemingway, Ezra Pound, and T.S. Eliot. This group often had social connections with one another, and would even meet to critique one another's work.
Aside from the loss of innocence caused by the first World War, the group, for the most part, shared the stylistic bond of literary modernism. Influenced by turn-of-the-century decadent poets and aestheticism (which proclaims the doctrine of "art for art's sake"), the modernist movement was a move away from realism. Instead, characters' subjective experiences were portrayed through stream-of-consciousness techniques, symbolism, or disjointed time frames. The Great Gatsby is an early exemplar of the modernist techniques of the Lost Generation, illustrating a type of jumbled symbolism in the first image of Gatsby and in the description of the "valley of