Zhang, Y., Jia, G. and Fan, J. (2024) “Transformer-Based Anomaly Detection in High-Frequency Trading Data: A Time-Sensitive Feature Extraction Approach”, Annals of Applied Sciences, 5(1). Available at: http://annalsofappliedsciences.com/index.php/aas/article/view/12 (Accessed: 30 June 2025).