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) |
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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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