CLASS INFO
- Semester: Fall, 2025
- Class time/ Class room: / Mirae Building
- Text book:
- Course Description: Capstone Project
CONTENTS
- Paper list
- Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting (link):
- Brodie, J., Daubechies, I., De Mol, C., Giannone, D., & Loris, I. (2009). Sparse and stable Markowitz portfolios. Proceedings of the National Academy of Sciences, 106(30), 12267-12272.
- Gasthaus, J., Benidis, K., Wang, Y., Rangapuram, S. S., Salinas, D., Flunkert, V., & Januschowski, T. (2019, April). Probabilistic forecasting with spline quantile function RNNs. In The 22nd international conference on artificial intelligence and statistics (pp. 1901-1910). PMLR.