Doctoral Thesis Defense of Fernando Moreno Pino
Title: Deep Attentive Time Series Modelling for Quantitative Finance Author: Fernando Moreno Pino Supervisors: Antonio Artés Rodríguez, Pablo M. Olmos Abstract: Time series modelling and forecasting is a persistent problem with extensive implications in scientific, business, industrial, and economic areas. This thesis’ contribution is twofold. Firstly, we propose a novel probabilistic time series forecasting methodology that introduces…