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Spatiotemporal adaptive neural network for long-term forecasting of financial time series., , and . Int. J. Approx. Reason., (2021)Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data., , , , and . ICDM, page 1247-1252. IEEE, (2023)Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting., , , , and . DEXA (2), volume 13427 of Lecture Notes in Computer Science, page 3-16. Springer, (2022)Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting., , , and . PAKDD (6), volume 14650 of Lecture Notes in Computer Science, page 251-263. Springer, (2024)Dynamic Cross-sectional Regime Identification for Financial Market Prediction., , , and . COMPSAC, page 295-300. IEEE, (2022)FR3LS: A Forecasting Model with Robust and Reduced Redundancy Latent Series., , and . PAKDD (6), volume 14650 of Lecture Notes in Computer Science, page 3-15. Springer, (2024)Financial Time Series Representation Learning., , and . CoRR, (2020)A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets., , , and . ICDM, page 887-892. IEEE Computer Society, (2018)Characterizing Financial Market Coverage using Artificial Intelligence., , , , , , , , , and . CoRR, (2023)Neural forecasting at scale., , , and . CoRR, (2021)