Market impact estimation via causal foundation models
Read the original at arxiv.org→arXiv:2610.12537v1 Announce Type: new Abstract: When a trader executes a large order, the relevant question is not \emph{what will the price be?} but \emph{what would the price have been had I not traded?} Market...
Original headline: "Market Impact Estimation via Causal Foundation Models"
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- Oct 12, 04:00 UTC arXiv cs.LG lead source Market Impact Estimation via Causal Foundation Models