LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
Paper • 2610.27100 • Published • 4
George Nigmatulin
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LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models submitted a paper about 21 hours ago
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Understanding the Inner Workings of a State-Space Foundation Model for Limit Order BooksOrganizations
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