Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction

Mostafa Shabani, Dat Thanh Tran, Martin Magris, Juho Kanniainen, Alexandros Iosifidis. Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. In 30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022. pages 1487-1491, IEEE, 2022. [doi]

Authors

Mostafa Shabani

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Dat Thanh Tran

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Martin Magris

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Juho Kanniainen

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Alexandros Iosifidis

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