arXiv q-fin· George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li, Aramis Marti-Shahandeh, Mihai Cucuringu, Anisoara Calinescu, Jakob Foerster, Stefan Zohren·· 5 小时前AI 评分61
LOB-Impact Benchmark：生成式限价订单簿模型中的涌现市场影响
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
AI 导读
这篇被 ICAIF '26 接收的论文提出 LOB-Impact Benchmark，用于评估生成式限价订单簿模型的市场影响真实性。
来源：arXiv q-fin · arxiv.org