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arXiv Machine Learning By Valentin Mohl, Alexandre Bismuth, Aramis Marti-Shahandeh, George Nigmatulin, Kang Li, Stefan Zohren, Jakob Foerster, Mihai Cucuringu, Anisoara Calinescu

Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books

Read the original on arXiv Machine Learning →

arXiv:2610. 28753v1 Announce Type: cross Abstract: Autoregressive foundation models offer state-of-the-art capabilities to simulate the market by generating the message flow of limit order books (LOBs).

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

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