Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the high-frequency trading, forecasting for trading purposes is even a more challenging task, since an automated inference system is required to be both accurate and fast. In this paper, …