A correlation-embedded attention module to mitigate multicollinearity: An algorithmic trading application
Algorithmic trading is a common topic researched in the neural network due to the abundance of data available. It is a phenomenon where an approximately linear relationship exists between two or more independent variables. It is especially prevalent in financial data due to the interrelated nature o...
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Main Authors: | , , , , , , , |
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Format: | Article |
Published: |
MDPI
2022
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Subjects: | |
Online Access: | http://eprints.um.edu.my/42944/ |
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