Linyi Yang, Tin Lok James Ng, Barry Smyth, Ruihai Dong. HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction. In Yennun Huang, Irwin King, Tie-Yan Liu, Maarten van Steen, editors, WWW '20: The Web Conference 2020, Taipei, Taiwan, April 20-24, 2020. pages 441-451, ACM / IW3C2, 2020. [doi]
Abstract is missing.