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20172025
most citedBenchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

118 citations · 167 across the 15 of their papers we have counts for

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cs.LG2022

Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction

Mostafa Shabani, Dat Thanh Tran, Martin Magris +2

Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of f…