3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.ML2024★ 3 cited
Rough Transformers for Continuous and Efficient Time-Series Modelling
Fernando Moreno-Pino, Álvaro Arroyo, Harrison Waldon +2
Time-series data in real-world medical settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In such contexts, traditional sequence-based re…
q-fin.ST2023
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino +1
One of the key decisions in execution strategies is the choice between a passive (liquidity providing) or an aggressive (liquidity taking) order to execute a trade in a limit order…