Arroyo, A., Cartea, A., Moreno-Pino, F., & Zohren, S. (2024). Deep attentive survival analysis in limit order books: Estimating fill probabilities with convolutional-transformers. Taylor and Francis.
Chicago Style (17th ed.) CitationArroyo, A., A. Cartea, F. Moreno-Pino, and S. Zohren. Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-transformers. Taylor and Francis, 2024.
MLA (9th ed.) CitationArroyo, A., et al. Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-transformers. Taylor and Francis, 2024.
Warning: These citations may not always be 100% accurate.