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cs.LG2026
When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books
Haohan Xu, Jason Bohne, Pawel Polak +5
We study the detection of transient liquidity erosion ("crumbling quotes") in electronic limit order books, where observable quote deterioration may reflect either mechanical liqui…
stat.ML2026
Non-Stationary Functional Bilevel Optimization
Jason Bohne, Ieva Petrulionyte, Michael Arbel +2
Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and per…