Stefan Zohren
Stefan Zohren is a faculty member of the department of engineering science, a Man Group Research Fellow in Financial Machine Learning and a former deputy director of the Oxford-Man Institute of Quantitative Finance, all at the University of Oxford.
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Articles by Stefan Zohren
Momentum transformer: an interpretable deep learning trading model
An attention-based deep learning model for trading is presented
Multi-horizon forecasting for limit order books
A multi-step path is forecast using deep learning and parallel computing