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...

Full description

Saved in:
Bibliographic Details
Main Authors: Yi-Le Chan, Jireh, Leow, Steven Mun Hong, Bea, Khean Thye, Cheng, Wai Khuen, Phoong, Seuk Wai, Hong, Zeng-Wei, Lin, Jim-Min, Chen, Yen-Lin
Format: Article
Published: MDPI 2022
Subjects:
Online Access:http://eprints.um.edu.my/42944/
Tags: Add Tag
No Tags, Be the first to tag this record!