{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T01:49:49Z","timestamp":1740102589949,"version":"3.37.3"},"reference-count":24,"publisher":"IEEE","license":[{"start":{"date-parts":[[2023,12,5]],"date-time":"2023-12-05T00:00:00Z","timestamp":1701734400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2023,12,5]],"date-time":"2023-12-05T00:00:00Z","timestamp":1701734400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,12,5]]},"DOI":"10.1109\/ssci52147.2023.10371830","type":"proceedings-article","created":{"date-parts":[[2024,1,1]],"date-time":"2024-01-01T19:30:22Z","timestamp":1704137422000},"page":"90-96","source":"Crossref","is-referenced-by-count":0,"title":["Stock Volatility Forecasting with Transformer Network"],"prefix":"10.1109","author":[{"given":"Golnaz Sababipour","family":"Asl","sequence":"first","affiliation":[{"name":"University of Manitoba,Department of Computer Science,Winnipeg,Canada"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-6519-3929","authenticated-orcid":false,"given":"Ruppa K.","family":"Thulasiram","sequence":"additional","affiliation":[{"name":"University of Manitoba,Department of Computer Science,Winnipeg,Canada"}]},{"given":"Aerambamoorthy","family":"Thavaneswaran","sequence":"additional","affiliation":[{"name":"University of Manitoba,Department of Statistics,Winnipeg,Canada"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"ref2","first-page":"677","article-title":"Transformers: \u201cthe end of history\u201d for natural language processing? In Machine Learning and Knowledge Discovery in Databases","volume-title":"Research Track (Cham, 2021)","author":"Chernyavskiy"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.2307\/1912773"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.24963\/ijcai.2019\/810"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.3995529"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-04898-2_380"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2021.115537"},{"journal-title":"Time2vec: Learning a vector representation of time","year":"2019","author":"Kazemi","key":"ref9"},{"journal-title":"Adam: A method for stochastic optimization","year":"2014","author":"Kingma","key":"ref10"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.18178\/wcse.2019.06.016"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1155\/2022\/7739087"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.3390\/info12100419"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2019.04.038"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2020.3009626"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1038\/323533a0"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1109\/HSI52170.2021.9538640"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1080\/03610926.2019.1610443"},{"journal-title":"Attention is all you need","year":"2017","author":"Vaswani","key":"ref19"},{"issue":"20","key":"ref20","first-page":"10","author":"Velickovic","year":"2017","journal-title":"Graph attention networks. stat 1050"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2022.118128"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2022.06.010"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2022.117239"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2022.119020"}],"event":{"name":"2023 IEEE Symposium Series on Computational Intelligence (SSCI)","start":{"date-parts":[[2023,12,5]]},"location":"Mexico City, Mexico","end":{"date-parts":[[2023,12,8]]}},"container-title":["2023 IEEE Symposium Series on Computational Intelligence (SSCI)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/10371778\/10371788\/10371830.pdf?arnumber=10371830","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,1,12]],"date-time":"2024-01-12T22:16:32Z","timestamp":1705097792000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/10371830\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,12,5]]},"references-count":24,"URL":"https:\/\/doi.org\/10.1109\/ssci52147.2023.10371830","relation":{},"subject":[],"published":{"date-parts":[[2023,12,5]]}}}