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HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction

Authors: 

Linyi Yang, Tin Lok James Ng, Barry Smyth, Ruihai Dong

Publication Type: 
Refereed Conference Meeting Proceeding
Conference Name: 
The Web Conference (formally WWW) 2020
Digital Object Identifer (DOI): 
10.1145/3366423.3380128
Publication Date: 
20/04/2020
Research Group: 
Institution: 
National University of Ireland, Dublin (UCD)
Open access repository: 
Yes