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Damian Kisiel

  1. 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)