"Hardening Soft Information: A Transformer-Based Approach to Forecasting ..."

Matthew Caron, Oliver Müller (2020)

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DOI: 10.1109/BIGDATA50022.2020.9378134

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type: Conference or Workshop Paper

metadata version: 2023-03-30

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Matthew Caron, Oliver Müller:
Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility. IEEE BigData 2020: 4383-4391

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