Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction

14 January 2022

Papers citing "Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction"

9 / 9 papers shown

Title
HLOB -- Information Persistence and Structure in Limit Order Books Antonio Briola Silvia Bartolucci T. Aste 48 5 0 29 May 2024
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management K. Srivatsan Loukia Avramelou Georgios Rodinos Maria Tzelepi Muzammal Naseer ... Manos Kirtas Pavlos Tosidis Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas AIFin 40 2 0 23 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 29 2 0 25 May 2023
Quantile Online Learning for Semiconductor Failure Analysis Bangjian Zhou Jieming Pan M. Sivan A. Thean J. Senthilnath 18 2 0 13 Mar 2023
Axial-LOB: High-Frequency Trading with Axial Attention Damian Kisiel D. Gorse 23 6 0 04 Dec 2022
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots M. Shabani M. Magris G. Tzagkarakis Juho Kanniainen Alexandros Iosifidis 32 5 0 26 Oct 2022
Exploiting Session Information in BERT-based Session-aware Sequential Recommendation Jinseok Seol Youngrok Ko Sang-goo Lee 27 20 0 22 Apr 2022
Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets M. Magris M. Shabani Alexandros Iosifidis 36 9 0 07 Mar 2022
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 28 4 0 05 Jul 2021