Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach
Accurate prediction of the Sharpe ratio, a key metric for risk-adjusted returns in financial markets, remains a significant challenge due to the complex and stochastic nature of stock price movements. This paper introduces a novel deep learning model, the Temporal Fusion Transformer with Adaptive Sh...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-02-01
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| Series: | Sensors |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1424-8220/25/3/976 |
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