Search Results for author: Nikita Lisitsyn

Found 1 papers, 1 papers with code

Exploring the Advantages of Transformers for High-Frequency Trading

1 code implementation20 Feb 2023 Fazl Barez, Paul Bilokon, Arthur Gervais, Nikita Lisitsyn

This paper explores the novel deep learning Transformers architectures for high-frequency Bitcoin-USDT log-return forecasting and compares them to the traditional Long Short-Term Memory models.

Decoder Position +3

Cannot find the paper you are looking for? You can Submit a new open access paper.