activity
20192026
most citedThe ALMA view of the high-redshift relation between supermassive black holes and their host galaxies

93 citations · 617 across the 41 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2026

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

George Nigmatulin, Valentin Mohl, Sascha Frey +6

Realistic market impact is essential for generative limit order book (LOB) models to serve as world models for trading agents. If a simulator misprices this mechanism, agents learn…