Abstract: This paper focuses on the design and application of a multivariate financial time series prediction model based on the Transformer, with the goal of enhancing forecast accuracy and ...
Gaetan Simian: PhD student (co-direction with Anthony Conway ), started February 2023. Miguel Orbegozo Rodriguez: postdoc, started September 2025. Livio Ferretti: postdoc, September 2023-February 2025 ...
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