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LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
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 policies that are optimal in the simulator but wrong in the real market. Existing metrics assess ge
推荐理由LOB-Impact Benchmark: Emergent Market：Realistic market impact is essential for generative limit order book (LOB) models。