@misc{barez2023exploring,
  title={Exploring the Advantages of Transformers for High-Frequency Trading},
  author={Fazl Barez and Paul Bilokon and Arthur Gervais and Nikita Lisitsyn},
  year={2023},
  eprint={2302.13850},
  archivePrefix={arXiv},
  primaryClass={q-fin.ST},
  url={https://arxiv.org/abs/2302.13850}
}