TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Berti, Leonardo, Kasneci, Gjergji
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Artificial Intelligence Machine Learning Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.15757