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LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
Author / Organization: George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li, Aramis Marti-Shahandeh, Mihai Cucuringu, Anisoara Calinescu, Jakob Foerster, Stefan Zohren
| File Format | PDF (Portable Document Format) |
|---|---|
| Publication Year | 2026 |
| Source Host |
arXiv
(arxiv.org)
|
| License / Terms | arXiv Open Access / Creative Commons |
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