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1 Publication


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