Today, a frame-based camera is the sensor of choice for machine vision applications. However, these cameras, originally developed for acquisition of static images rather than for sensing of dynamic uncontrolled visual environments, suffer from high power consumption, data rate, latency and low dynamic range. An event-based image sensor addresses these drawbacks by mimicking a biological retina. Instead of measuring the intensity of every pixel in a fixed time-interval, it reports events of significant pixel intensity changes. Every such event is represented by its position, sign of change, and timestamp, accurate to the microsecond. Asynchronous event sequences require special handling, since traditional algorithms work only with synchronous, spatially gridded data. To address this problem we introduce a new module for event sequence embedding, for use in difference applications. The module builds a representation of an event sequence by firstly aggregating information locally across time, using a novel fully-connected layer for an irregularly sampled continuous domain, and then across discrete spatial domain. Based on this module, we design a deep learning-based stereo method for event-based cameras. The proposed method is the first learning-based stereo method for an event-based camera and the only method that produces dense results. We show that large performance increases on the Multi Vehicle Stereo Event Camera Dataset (MVSEC), which became the standard set for benchmarking of event-based stereo methods.