Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts.
Jaemin YooYejun SounYong-chan ParkU KangPublished in: KDD (2021)
Keyphrases
- data sets
- database
- high quality
- prediction accuracy
- accurate models
- multivariate data
- synthetic data
- input data
- data points
- data analysis
- knowledge discovery
- data collection
- high dimensional data
- probability distribution
- missing data
- experimental data
- data quality
- data processing
- computer systems
- statistical analysis
- raw data
- data structure
- neural network