A Correlation-Embedded Attention Module to Mitigate Multicollinearity: An Algorithmic Trading Application

A Correlation-Embedded Attention Module to Mitigate Multicollinearity: An Algorithmic Trading Application

Algorithmic trading is a common topic researched in the neural network due to the abundance of data available. It is a phenomenon where an approximately linear relationship exists between two or more independent variables. It is especially prevalent in financial data due to the interrelated nature o...

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Bibliographic Details
Main Authors: Jireh Yi-Le Chan, Steven Mun Hong Leow, Khean Thye Bea, Wai Khuen Cheng, Seuk Wai Phoong, Zeng-Wei Hong, Jim-Min Lin, Yen-Lin Chen
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Mathematics
Subjects:
algorithmic trading
multicollinearity
feature selection
neural network
classification
Online Access:https://www.mdpi.com/2227-7390/10/8/1231

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https://www.mdpi.com/2227-7390/10/8/1231

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