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Axial-LOB: High-Frequency Trading with Axial Attention

Axial-LOB: High-Frequency Trading with Axial Attention

4 December 2022
Damian Kisiel
D. Gorse
ArXivPDFHTML

Papers citing "Axial-LOB: High-Frequency Trading with Axial Attention"

2 / 2 papers shown
Title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
Leonardo Berti
Gjergji Kasneci
AI4TS
42
0
0
12 Feb 2025
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A
  Benchmark Study
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Matteo Prata
Giuseppe Masi
Leonardo Berti
Viviana Arrigoni
Andrea Coletta
Irene Cannistraci
Svitlana Vyetrenko
Paola Velardi
N. Bartolini
22
8
0
05 Jul 2023
1