TFBlender: a hybrid time series attention model with data-driven macroeconomic perspectives for ELS Knock-In prediction
Abstract Knock-In event prediction is one of the most crucial tasks in Equity-Linked Securities (ELS) investment. Simply relying on the contract terms is insufficient for reliable predictions. To address this limitation, this study integrates macroeconomic features from the Federal Reserve Economic...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-07-01
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| Series: | Journal of Big Data |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40537-025-01237-z |
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