Home » Authors » Valentin Mohl, Alexandre Bismuth, Aramis Marti-Shahandeh, George Nigmatulin, Kang Li, Stefan Zohren, Jakob Foerster, Mihai Cucuringu, Anisoara Calinescu

Valentin Mohl, Alexandre Bismuth, Aramis Marti-Shahandeh, George Nigmatulin, Kang Li, Stefan Zohren, Jakob Foerster, Mihai Cucuringu, Anisoara Calinescu

Public reference bibliography and cataloged PDF materials authored or published by Valentin Mohl, Alexandre Bismuth, Aramis Marti-Shahandeh, George Nigmatulin, Kang Li, Stefan Zohren, Jakob Foerster, Mihai Cucuringu, Anisoara Calinescu.

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

Year: 2026 • Source: arxiv.org • Listed PDF

Autoregressive foundation models offer state-of-the-art capabilities to simulate the market by generating the message flow of limit order books (LOBs). Yet, without understanding their inner workings, research directions...