From attention to profit: quantitative trading strategy based on transformer

By Zhaofeng Zhang, Banghao Chen, Shengxin Zhu, Nicolas Langrené

Published 2024-03-30

Everscope rating

1351.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Transformer-based factor model. Problem types: Time Series Forecasting, Classification.

arXiv:2404.00424 · Paper rankings

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