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20232026
most citedGalaxy Size and Mass Build-up in the First 2 Gyrs of Cosmic History from Multi-Wavelength JWST NIRCam Imaging

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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…