Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling

no code implementations • 26 Jul 2021 • Liang Zeng, Lei Wang, Hui Niu, Ruchen Zhang, Ling Wang, Jian Li

In a set of experiments on three real-world financial markets: stocks, cryptocurrencies, and ETFs, LARA significantly outperforms several machine learning based methods on the Qlib quantitative investment platform.

Metric Learning Time Series Analysis