Enhancing Temporal Transformers for Financial Time Series via Local Surrogate Interpretability.
Kenniy OlorunnimbeHerna L. ViktorPublished in: ISMIS (2024)
Keyphrases
- financial time series
- financial time series forecasting
- stock market
- multivariate time series
- turning points
- non stationary
- stock exchange
- financial data
- spatio temporal
- exchange rate
- stock price
- temporal reasoning
- temporal data
- temporal information
- stock returns
- temporal constraints
- temporal patterns
- long term
- feature selection