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

George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li, Aramis Marti-Shahandeh

Published Fresh — added to the Hub within the last 30 daysv1

License
CC BY 4.0
Status
Published

Machine contribution statement

Machine contribution not recorded

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The available record does not establish whether AI systems or models contributed to this work.