Axial-LOB: High-Frequency Trading with Axial Attention

4 December 2022

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

3 / 3 papers shown

Title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 47 0 0 12 Feb 2025
HLOB -- Information Persistence and Structure in Limit Order Books Antonio Briola Silvia Bartolucci T. Aste 51 5 0 29 May 2024
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 32 8 0 05 Jul 2023