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Using transformer models to do multi-step equity time series prediction.

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models		models
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.gitignore		.gitignore
README.md		README.md
data_util.py		data_util.py
performance.py		performance.py

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ML4F

Using transformer models to do multi-step equity time series prediction

data_util.py - code used to manage and preprocess financial data.
transformer.py - PyTorch implementation of transformer model used.

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Using transformer models to do multi-step equity time series prediction.

finance time-series pytorch transformer

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