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Many real-world financial time series forecasting problems share a unique property: the focal variable of interests can be decomposed into a large number of accounting component variables. For example, company earnings are calculated from total revenue mi

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Dec 13th, 12:00 AM

Hierarchical Accounting Variables Forecasting by Deep Learning Methods

Many real-world financial time series forecasting problems share a unique property: the focal variable of interests can be decomposed into a large number of accounting component variables. For example, company earnings are calculated from total revenue mi