Attention-based security price prediction with transformer fuzzy deep neural network (TFDNN)

• Main Author: Wijaya, Timothy Larry
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Artificial intelligent; Algorithm finance; Fuzzy; Neural network
• Online Access: https://hdl.handle.net/10356/175190
• Institution: Nanyang Technological University

This research paper explores the application of Transformer architecture as a Fuzzy Neural Network (FNN) for predicting security prices. The Transformer model, known for its prowess in handling sequence-to-sequence problems, is adapted to accommodate the intricacies of financial data forecasting. Le...