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1 Publication


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