Bryan Lim

Time-series forecasting with deep learning: a survey

Deep learning for market by order data

Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures.

Building Cross-Sectional Systematic Strategies By Learning to Rank

Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting

Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio

Deep learning for time series prediction and decision making over time

Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction