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Arthur Gervais
Imperial College London - Department of Computing
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Scholarly Papers (1)
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1.
Exploring the Advantages of Transformers for High-Frequency Trading
Number of pages: 20
Posted: 24 Feb 2023
Fazl Barez
,
Paul Bilokon
, Arthur Gervais and
Nikita Lisitsyn
The University of Edinburgh, Thalesians, Imperial College London - Department of Computing and Imperial College London - Department of Computing
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Abstract:
deep learning, transformers, high-frequency trading, hft
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