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1 Publication


2020 | Conference Paper | LibreCat-ID: 21563
Caron M, Müller O. Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility. In: 2020 IEEE International Conference on Big Data (IEEE BigData 2020). ; 2020:4383-4391. doi:10.1109/BigData50022.2020.9378134
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