Benchmark finds emergent market impact in generative LOB models
Five autoregressive generators showed impact exponents of 0.63 to 1.21 on five NASDAQ stocks, above the square-root law.
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Five autoregressive generators showed impact exponents of 0.63 to 1.21 on five NASDAQ stocks, above the square-root law.
Researchers quantify a verifiability discount when privacy coins patch flaws without proving past non-exploitation.
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