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"HTML: Hierarchical Transformer-based Multi-task Learning for Volatility ..."

Linyi Yang et al. (2020)

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DOI: 10.1145/3366423.3380128

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Linyi Yang, Tin Lok James Ng, Barry Smyth, Ruihai Dong:
HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction. WWW 2020: 441-451

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