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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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0111 · Sep 201919922001200920172026
1 result for “WaveATTentionNet”
WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Seriescs.LG

WATTNet models FX trading tenor selection using spatio-temporal data.

problem NDF tenor selection in FX trading with long-term planning.
method WaveATTentionNet (WATTNet) for spatio-temporal modeling of multivariate time series.
result Significant positive ROI in all NDF markets, outperforming baselines.
FX tradingNDF tenor selectionWaveATTentionNetspatio-temporal modelingmultivariate time series
2019-09-24abs ↗pdf ↗