21 citations · 24 across the 3 of their papers we have counts for
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stat.AP2022★ 21 cited
Novel Modelling Strategies for High-frequency Stock Trading Data
Xuekui Zhang, Yuying Huang, Ke Xu +1
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecastin…
cs.LG2022★ 3 cited
Multi-scale Attention Flow for Probabilistic Time Series Forecasting
Shibo Feng, Chunyan Miao, Ke Xu +4
The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-serie…