A correlation-embedded attention approach to mitigate multicollinearity in foreign exchange data using LSTM

Technologies currently drive the collection of big data in various fields, including algorithmic trading. This leads to a notable increase in the collection and storage of variables and data points (observations). While this offers opportunities to enhance the modeling of relationships between predi...

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Bibliographic Details
Main Author: Leow, Mun Hong Steven
Format: Final Year Project / Dissertation / Thesis
Published: 2023
Subjects:
Online Access:http://eprints.utar.edu.my/6119/1/MBA_2023_LMHS.pdf
http://eprints.utar.edu.my/6119/
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