SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices

Weifang Mao, Pin Liu, Jixian Huang. SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. Entropy, 26(6):478, June 2024. [doi]

Abstract

Abstract is missing.