AM

Aramis Marti-Shahandeh

cs.LGq-fin.TR

On Valency

published · living versions

W_ar5nxgt6·v1 · currentpublished

LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models

with George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li +4

1 version

W_xbqgstd3·v1published

Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books

W_59hqxrjv·v1published

Adversarial Post-Training of Foundation Models for High-Frequency Trading

Preprints & journals

2 papers in the corpus · 2026

Adversarial 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

Career total: 3 works. 2 are in this corpus.

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