Period-aggregated transformer for learning latent seasonalities in long-horizon financial time series

Open Access

Peer-reviewed

Research Article

About the Authors

Zhenyang Tang

Roles Conceptualization, Data curation, Formal analysis, Methodology, Writing – original draft

Affiliation Southwestern University of Finance and Economics, Chengdu, China

Jinshui Huang

Roles Funding acquisition, Investigation, Project administration, Supervision, Writing – review & editing

Affiliation Southwestern University of Finance and Economics, Chengdu, China

Denisa Rinprasertmeechai

Roles Software, Validation, Writing – review & editing

Affiliation Southwestern University of Finance and Economics, Chengdu, China

NO authors have competing interests.

Finance
Is the Subject Area "Finance" applicable to this article?

Thanks for your feedback.
Stock markets
Is the Subject Area "Stock markets" applicable to this article?

Thanks for your feedback.
Financial markets
Is the Subject Area "Financial markets" applicable to this article?

Thanks for your feedback.
Forecasting
Is the Subject Area "Forecasting" applicable to this article?

Thanks for your feedback.
Autocorrelation
Is the Subject Area "Autocorrelation" applicable to this article?

Thanks for your feedback.
Mathematical functions
Is the Subject Area "Mathematical functions" applicable to this article?

Thanks for your feedback.
Deep learning
Is the Subject Area "Deep learning" applicable to this article?

Thanks for your feedback.
Principal component analysis
Is the Subject Area "Principal component analysis" applicable to this article?

Thanks for your feedback.