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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…
cs.LG2025
Mix- and MoE-DPO: A Variational Inference Approach to Direct Preference Optimization
Jason Bohne, Pawel Polak, David Rosenberg +2
Direct Preference Optimization (DPO) has recently emerged as a simple and effective alternative to reinforcement learning from human feedback (RLHF) for aligning large language mod…