Fan Lin, Pengfei Li, Yuanguo Lin, Zhennan Chen, Huanyu You, Shibo Feng. Kernel-based Hybrid Interpretable Transformer for High-frequency Stock Movement Prediction. In Xingquan Zhu 0001, Sanjay Ranka, My T. Thai, Takashi Washio, Xindong Wu 0001, editors, IEEE International Conference on Data Mining, ICDM 2022, Orlando, FL, USA, November 28 - Dec. 1, 2022. pages 241-250, IEEE, 2022. [doi]
Abstract is missing.