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1 Publication


2020 | Conference Paper | LibreCat-ID: 21563
@inproceedings{Caron_Müller_2020, title={Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility}, DOI={10.1109/BigData50022.2020.9378134}, booktitle={2020 IEEE International Conference on Big Data (IEEE BigData 2020)}, author={Caron, Matthew and Müller, Oliver}, year={2020}, pages={4383–4391} }
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