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cs.AI2025
KANFormer for Predicting Fill Probabilities via Survival Analysis in Limit Order Books
Jinfeng Zhong, Emmanuel Bacry, Agathe Guilloux +1
This paper introduces KANFormer, a novel deep-learning-based model for predicting the time-to-fill of limit orders by leveraging both market- and agent-level information. KANFormer…
cs.AI2024
When factorization meets argumentation: towards argumentative explanations
Jinfeng Zhong, Elsa Negre
Factorization-based models have gained popularity since the Netflix challenge {(2007)}. Since that, various factorization-based models have been developed and these models have bee…