Research paper / RESOURCE PROFILE

TLOB: Dual-Attention Transformer for LOB Trends

Transformer with dual attention for price-trend prediction from limit-order-book data.

Learning & Community
arxiv.orgPublished Feb 12, 2025
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Screenshot unavailableResource information and source links remain available. TLOB: Dual-Attention Transformer for LOB Trends — reviewed source website screenshot
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Overview

Transformer with dual attention for price-trend prediction from limit-order-book data.

Topics & capabilities

deep-learningorder-bookeducationpaper

Publication information

Publication title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
Authors
Leonardo Berti, Gjergji Kasneci
Published
Feb 12, 2025
Last publication revision
May 7, 2025
Subject areas
q-fin.ST, cs.AI, cs.LG, q-fin.TR
Publication source
arxiv.org · abs/2502.15757v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2502.15757 ↗

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