2 papers
cs.LG2025
A Deep Learning Approach to Anomaly Detection in High-Frequency Trading Data
Qiuliuyang Bao, Jiawei Wang, Hao Gong +3
This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusi…
cs.LG2024
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
Pengbin Feng, Yankaiqi Li, Yijiashun Qi +2
This study proposes a multi-task learning framework based on ResNeXt, aiming to solve the problem of feature extraction and task collaborative optimization in financial data mining…