SSRNTrading, Microstructure & Execution
Transformers vs LSTMs in Electronic Trading
The research compares LSTM and Transformer models in financial prediction tasks, finding out if Transformer models can surpass LSTM in financial time series prediction.
Featured in No. 16 on 21 Sep 2023 · 1 day after release
- Released
- 20 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 70
- Identifier
- SSRN 4577922
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).