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