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Quantformer: from attention to profit with a quantitative transformer trading strategy

Zhang, Zhaofeng et al.
arXiv (All) · Papers
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and-scienceartificial-intelligencecomputational-engineeringfinanceg-3mathematical-finance
In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals that may lead to profit remains a difficult task for learning
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