Cite
Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers.
MLA
Arroyo, Álvaro, et al. “Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers.” Quantitative Finance, vol. 24, no. 1, Jan. 2024, pp. 35–57. EBSCOhost, https://doi.org/10.1080/14697688.2023.2286351.
APA
Arroyo, Á., Cartea, Á., Moreno-Pino, F., & Zohren, S. (2024). Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers. Quantitative Finance, 24(1), 35–57. https://doi.org/10.1080/14697688.2023.2286351
Chicago
Arroyo, Álvaro, Álvaro Cartea, Fernando Moreno-Pino, and Stefan Zohren. 2024. “Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers.” Quantitative Finance 24 (1): 35–57. doi:10.1080/14697688.2023.2286351.