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**Production-grade limit order book core feeding a JEPA world model for market microstructure.**
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<strong>Production-grade limit order book core feeding a JEPA world model for market microstructure.</strong>
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@@ -29,10 +28,6 @@ To reduce entanglement between macro-state and transient microstructure, the mod
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Rather than relying on direct autoregressive tick prediction, the architecture learns task-aligned latent transitions to support structured interventions, evaluating parameterized meta-orders in terms of impact response, fill probability, and adverse selection. To aggressively mitigate simulator-induced leakage, training and evaluation are strictly separated across out-of-distribution (OOD) agent policy classes and perturbed market regimes, with performance reported as statistically significant improvements over queue-reactive baselines.
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