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Found 4 papers, 4 papers with code
Universal representations for financial transactional data: embracing local, global, and external contexts
Effective processing of financial transactions is essential for banking data analysis.
Continuous-time convolutions model of event sequences
Massive samples of event sequences data occur in various domains, including e-commerce, healthcare, and finance.
Deep learning model solves change point detection for multiple change types
Common approaches assume that there are only two fixed distributions for data: one before and another after a change point.
InDiD: Instant Disorder Detection via Representation Learning
For sequential data, a change point is a moment of abrupt regime switch in data streams.
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