Modelling Financial Time Series of Returns and Covariance Matrices Using Time-Space Transformers

Communications in computer and information science 2026

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Authors: Xiaodan Dong, Kittituch Wongwatcharapaiboon, Sugi Lee, Jennifer SK Chan, Weidong Huang
DOI: 10.1007/978-981-95-6786-7_12
Cited by: 1
References: 21

Fields of Study & Subjects

Time Series Analysis and Forecasting Complex Systems and Time Series Analysis Stock Market Forecasting Methods

Publication details

Journal / source
Communications in computer and information science
Publisher
Springer Nature Singapore
Pages
176–191
Publication date
1 January 2026
Language
EN