Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers (Q6127422)
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scientific article; zbMATH DE number 7831716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers |
scientific article; zbMATH DE number 7831716 |
Statements
Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers (English)
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12 April 2024
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fill probabilities
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limit order book
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optimal execution
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market making
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order placement
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survival analysis
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