A factorized 'higher-order' transformer with kernelized linear attention and tweet plus price inputs reaches 72.94% accuracy and 0.516 MCC on StockNet, behind only NL-LSTM among the baselines compared.
Abdelfattah, Saad M
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Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
A factorized 'higher-order' transformer with kernelized linear attention and tweet plus price inputs reaches 72.94% accuracy and 0.516 MCC on StockNet, behind only NL-LSTM among the baselines compared.