Multivariate forecasting on financial time series with transformer model
The stock market provides an open platform for companies to raise capital for funding necessary operations and expanding their business, which is essential in driving world economic growth. Given its importance for making profitable trading decisions, stock price prediction has always been an acti...
Saved in:
Main Author: | Poh, Jeanette Wen Jun |
---|---|
Other Authors: | Patrick Pun Chi Seng |
Format: | Final Year Project |
Language: | English |
Published: |
Nanyang Technological University
2023
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/166431 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
VAR-GRU: A Hybrid Model for Multivariate Financial Time Series Prediction
by: Lkhagvadorj Munkhdalai, et al.
Published: (2020) -
Forecasting multidimensional financial time series with multi-output least squares support vector regression
by: Leong, Wai Leong
Published: (2021) -
Forecasting seasonal time series using fuzzy methods based on the SARIMA model
by: Escarda, Christienne Angela A., et al.
Published: (2014) -
Time series forecast using AR-belief approach
by: Nantiworn Thianpaen, et al.
Published: (2018) -
Financial time series data forecasting
by: Tsai, Hao Wei
Published: (2019)