PyTorch implementation of TransLOB.
- Wallbridge, J., 2020. Transformers for limit order books. arXiv:2003.00130.
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PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.
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menbatisiunissart/TransLOB
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PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.
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