Macro-aware time series forecasting via hierarchical mixed-frequency attention models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Oliveira, Daniel Cunha, Wood, Kieran, Zohren, Stefan, Cucuringu, Mihai, Fujita, André
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2606.00624