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

• Zhenyang Tang ,

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

  * E-mail: 120120204002@smail.swufe.edu.cn

  Affiliation Southwestern University of Finance and Economics, Chengdu, China

  https://orcid.org/0009-0001-9551-7998

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• Jinshui Huang,

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

  Affiliation Southwestern University of Finance and Economics, Chengdu, China

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• Denisa Rinprasertmeechai

  Roles Software, Validation, Writing – review & editing

  Affiliation Southwestern University of Finance and Economics, Chengdu, China

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