A correlation-embedded attention module to mitigate multicollinearity: An algorithmic trading application

• 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: Business; QA Mathematics
• Online Access: http://eprints.um.edu.my/42944/

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...