Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data

Wenting Liu, Zhaozhong Gui, Guilin Jiang, Lihua Tang, Lichun Zhou, Wan Leng, Xulong Zhang 0001, Yujiang Liu. Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. In Xiangyu Song, Ruyi Feng, Yunliang Chen, Jianxin Li 0001, Geyong Min, editors, Web and Big Data - 7th International Joint Conference, APWeb-WAIM 2023, Wuhan, China, October 6-8, 2023, Proceedings, Part II. Volume 14332 of Lecture Notes in Computer Science, pages 74-88, Springer, 2023. [doi]

Abstract

Abstract is missing.