Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility.
Eduardo Ramos-PérezPablo J. Alonso-GonzálezJosé Javier Núñez-VelázquezPublished in: CoRR (2021)
Keyphrases
- financial time series
- stock market
- garch model
- exchange rate
- stock index
- stock price
- short term
- neural network
- real time
- prediction model
- non stationary
- multivariate time series
- foreign exchange
- long term
- financial markets
- financial data
- turning points
- stock returns
- software architecture
- stock trading
- web services
- multi agent
- architectural design
- network architecture
- hardware implementation
- fault diagnosis