“TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data”

There’s also this paper: Limit order book transformer file:///home/steven/Downloads/frai-8-1616485.pdf

Citation

(Berti & Kasneci, 2025)

Berti, L., & Kasneci, G. (2025). TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data. https://arxiv.org/pdf/2502.15757