Chain-structured neural architecture search for financial time series forecasting
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- Lim, Bryan & Arık, Sercan Ö. & Loeff, Nicolas & Pfister, Tomas, 2021. "Temporal Fusion Transformers for interpretable multi-horizon time series forecasting," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1748-1764.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2024-05-06 (Big Data)
- NEP-CMP-2024-05-06 (Computational Economics)
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