HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction.

@inproceedings{yang-2020-html, author = {Linyi Yang and Tin Lok James Ng and Barry Smyth and Ruihai Dong}, editor = {Yennun Huang and Irwin King and Tie-Yan Liu and Maarten van Steen}, title = {{HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction}}, booktitle = {{WWW '20: The Web Conference 2020, Taipei, Taiwan, April 20-24, 2020}}, pages = {441--451}, publisher = {ACM / IW3C2}, year = {2020}, url = {https://doi.org/10.1145/3366423.3380128}, doi = {https://doi.org/10.1145/3366423.3380128} }