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2020 | Conference Paper | LibreCat-ID: 21563
Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility
M. Caron, O. Müller, in: 2020 IEEE International Conference on Big Data (Big Data), 2020.
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1 Publication

[1]
2020 | Conference Paper | LibreCat-ID: 21563
Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility
M. Caron, O. Müller, in: 2020 IEEE International Conference on Big Data (Big Data), 2020.
LibreCat | DOI | Download (ext.)
 

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