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time-series-transformer

Thesis of my masters in Data Science. This project implements a deep learning framework applied to stock portfolio management. Using the top 20 stocks of FTSE (Financial Times Stock Exchange) top 100 by market share.

Jupyter Notebook
1
1 年前

Code for the experiments in the paper "Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing".

Python
1
1 年前