Ethan Huang

> T Is the horizon/10, i explained in more detail the meaning of the variable in the previous comment. Self.dim is the number of snapshot of the LOB in input...

Thanks for the reply! In addition, where could we find the description of FI-2010 data. The data download link https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649/data did not have the descriptions. And we are wondering how...

I met the same problem that could not replicate the performance as the paper. For running the code, we got the best epoch at epoch 23: Train Loss: 0.7474, Validation...

You might try torch.compile() in torch v2.0. ``` model = AxialLOB(W, dim, c_in_axial, c_out_axial, c_final, n_heads, pool_kernel, pool_stride) model = torch.compile(model) model.to(device) ``` With this command, one step training time...