Transformers & Temporal Neural Networks for Financial Time-Series - Softcover

Transformers & Temporal Neural Networks for Financial Time-Series

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingMaster the architectures driving modern quantitative finance and time-series forecasting.Transformers & Temporal Neural Networks for Financial Time-Series provides a rigorous, practical breakdown of advanced deep learning models tailored specifically for non-stationary, noisy financial data. Designed for quantitative analysts, data scientists, and financial engineers, this book bridges the gap between deep learning theory and real-world market application.Financial data presents unique challenges, concept drift, low signal-to-noise ratios, and complex temporal dependencies, that traditional econometric models often struggle to capture. This guide walks you through applying sequence-based models and attention mechanisms to overcome these obstacles.Inside, you will explore: - Temporal Modeling Fundamentals: Understand the strengths and limitations of Recurrent Neural Networks (RNNs), LSTMs, and GRUs when processing sequentially ordered market data.- Attention & Transformer Architectures: Adapt multi-head attention mechanisms, positional encoding, and specialized Transformers (such as Temporal Fusion Transformers and Informer architectures) to financial forecasting.- Feature Engineering & Preprocessing: Prepare raw financial inputs, handle non-stationarity, and construct robust features while avoiding lookahead bias.- Model Training & Evaluation: Implement specialized loss functions, backtesting frameworks, and validation techniques tailored to time-series data.- Practical Implementation: Develop reproducible code patterns for training, tuning, and evaluating models on real-world datasets.Whether you are looking to enhance predictive accuracy, model multi-horizon temporal patterns, or modernize your quantitative pipeline, this text delivers a structured, code-focused approach to deep learning in finance. Artikel-Nr. 9798189456299

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