3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.CP2024
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
Yoontae Hwang, Stefan Zohren, Yongjae Lee
In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial ma…
cs.LG2024★ 3 cited
CAFO: Feature-Centric Explanation on Time Series Classification
Jaeho Kim, Seok-Ju Hahn, Yoontae Hwang +2
In multivariate time series (MTS) classification, finding the important features (e.g., sensors) for model performance is crucial yet challenging due to the complex, high-dimension…