KL
Kang Li
cs.LGq-fin.TR
On Valency
published · living versionsW_ar5nxgt6·v1 · currentpublished
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
with George Nigmatulin, Valentin Mohl, Sascha Frey, Aramis Marti-Shahandeh +4
1 version
Preprints & journals
1 paper in the corpus · 2026LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models2610.27100v1 · George Nigmatulin, Valentin Mohl, Sascha Frey et al.2026 · 0 citationsarXivon Valency
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