@article{deepattentivesurvivalanalysisinlimit,
  title = {Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers},
  author = {Alvaro Arroyo and Alvaro Cartea and Fernando Moreno-Pino and Stefan Zohren},
  year = {2023},
  eprint = {2306.05479},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.05479v1},
}