Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. (arXiv:2201.05459v1 [cs.LG])

Financial time-series forecasting is one of the most challenging domains in
the field of time-series analysis. This is mostly due to the highly
non-stationary and noisy nature of financial time-series data. With progressive
efforts of the community to design specialized neural networks incorporating
prior domain knowledge, many financial analysis and forecasting problems have
been successfully tackled. The temporal attention mechanism is a neural layer
design that recently gained popularity due to its ability to focus on important
temporal events. In …

arxiv attention financial network prediction time time series