Interpretable fuzzy transformer-based network (IFTN) with applications in portfolio rebalancing

• Main Author: Chai, Fion Xin Yi
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Computer Science and Engineering; Machine learning
• Online Access: https://hdl.handle.net/10356/175260
• Institution: Nanyang Technological University

Financial forecasting techniques are used to project financial future trends using historical data. Traditional financial forecasting techniques, such as autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedasticity (GARCH) models, have been long used...