PATARIN, M. Eric (2024) Time Series Forecasting on financial market data. PFE - Project Graduation, ENSTA.

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Abstract

In this report we synthetize our research end of studies internship at Cabestan Quant Research. We explain the Transformer architecture and the main Deep Learning techniques it leverages. We also present our research contribution to the Transformer Time Series Forecasting problem.

Item Type:Thesis (PFE - Project Graduation)
Uncontrolled Keywords:Machine Learning, Time Series, Forecasting, Deep Learning, Transformers
Subjects:Sciences of Economy, Management and Society
Mathematics and Applications
ID Code:10406
Deposited By:Eric Patarin
Deposited On:04 oct. 2024 18:14
Dernière modification:04 oct. 2024 18:32

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