"Kernel-based Hybrid Interpretable Transformer for High-frequency Stock ..."

Fan Lin et al. (2022)

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DOI: 10.1109/ICDM54844.2022.00034

access: closed

type: Conference or Workshop Paper

metadata version: 2023-02-02

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Fan Lin, Pengfei Li, Yuanguo Lin, Zhennan Chen, Huanyu You, Shibo Feng:
Kernel-based Hybrid Interpretable Transformer for High-frequency Stock Movement Prediction. ICDM 2022: 241-250

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