VM
Valentin Mohl
cs.LGq-fin.TRcs.MA
On Valency
published · living versionsW_ar5nxgt6·v1 · currentpublished
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
with George Nigmatulin, Sascha Frey, Kang Li, Aramis Marti-Shahandeh +4
1 version
W_xbqgstd3·v1published
W_59hqxrjv·v1published
Preprints & journals
3 papers in the corpus · 2025–2026Adversarial Post-Training of Foundation Models for High-Frequency Trading2610.25604v1 · Alexandre Bismuth, Kang Li, Aramis Marti-Shahandeh et al.2026 · 0 citationsarXivon Valency
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models2610.27100v1 · George Nigmatulin, Valentin Mohl, Sascha Frey et al.2026 · 0 citationsarXivon Valency
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading2511.02136v1 · Valentin Mohl, Sascha Frey, Reuben Leyland et al.2025 · 2 citations6th ACM International Conference on AI in Finance (ICAIF '25), November 15-18, 2025, Singapore, Singapore. ACM, New York, NY, USA, 9 pages
Career total: 4 works. 3 are in this corpus.
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