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]

@inproceedings{ShabaniTMKI22,
  title = {Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction},
  author = {Mostafa Shabani and Dat Thanh Tran and Martin Magris and Juho Kanniainen and Alexandros Iosifidis},
  year = {2022},
  url = {https://ieeexplore.ieee.org/document/9909957},
  researchr = {https://researchr.org/publication/ShabaniTMKI22},
  cites = {0},
  citedby = {0},
  pages = {1487-1491},
  booktitle = {30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022},
  publisher = {IEEE},
  isbn = {978-90-827970-9-1},
}