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CAMEF: Causal-Augmented Multi-Modality Event-Driven Financial Forecasting by Integrating Time Series Patterns and Salient Macroeconomic Announcements

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Zhang, Yang, Yang, Wenbo, Wang, Jun, Ma, Qiang, Xiong, Jie
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Machine Learning Artificial Intelligence Computational Engineering, Finance, and Science Information Retrieval
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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