/paper1_fxpred

Intraday Forecasting von FX Spot Rates mit Transformer

Primary LanguageJupyter Notebook

Intraday FX Spot predictions with state-of-the-art Transformer and Time Embeddings

Documents

  1. Folder: https://1drv.ms/u/s!AhUtZPkGq97LfAgYPV3W4lauTXs?e=acHtOR
  2. Overview & Tasks: https://1drv.ms/w/s!AhUtZPkGq97LdF2JwD0ldXMCm4w?e=bvgMQP
  3. Literature: https://1drv.ms/x/s!AhUtZPkGq97LcjcoWyIsYTdu-Q0?e=UWrirP
  4. Results: https://1drv.ms/x/s!AhUtZPkGq97LgQfV5bwdkFzRtyGU?e=bYlkk7
  5. Paper: https://1drv.ms/w/s!AhUtZPkGq97LekqhMSrrbDL7RZ0?e=hW69mI

Folders

  • Transformer: All Transformer Jupyter Notebooks are saved in this folder
  • Benchmark: All Benchmark (ARIMA, RNN & LSTM) Jupyter Notebooks are saved in this folder
  • data: Input for Jupyter Notebooks
  • content: Output of Jupyter Notebooks