Research paper / RESOURCE PROFILE

Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill

Publication: Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers. Published Jun 8, 2023.

Market Data & APIs
arxiv.orgPublished Jun 8, 2023
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Overview

Publication: Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers. Published Jun 8, 2023.

Publication information

Publication title
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
Authors
Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino, Stefan Zohren
Published
Jun 8, 2023
Last publication revision
Jun 8, 2023
Subject areas
q-fin.ST
Publication source
arxiv.org · abs/2306.05479v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2306.05479 ↗

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