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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-07-01
|
| Series: | Journal of Big Data |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40537-025-01237-z |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
