Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading
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Updated
Oct 11, 2024 - Python
Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading
This repository includes an examination of research studies and suggestions made as a result of a weekly paper reading under Dr. Sirisha Rambhatla at the University of Waterloo. More information about Dr. Rambhatla can be found on her website.
Transformer Encoder and Multi-features Time2Vec for Financial Prediction
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