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20232025
most citedLOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study

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q-fin.ST2025

TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data

Leonardo Berti, Gjergji Kasneci

Price Trend Prediction (PTP) based on Limit Order Book (LOB) data is a fundamental challenge in financial markets. Despite advances in deep learning, existing models fail to genera…