Kisiel, Damian
- Portfolio Transformer for Attention-Based Asset Allocation
2022/06/07 by Kisiel, Damian, Gorse, Denise · 2 citations
#FOS: Economics and business #Portfolio Management (q-fin.PM)
- Axial-LOB: High-Frequency Trading with Axial Attention
2022/12/04 by Damian Kisiel, Kisiel, Damian, Denise Gorse +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)