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- ALSTM contains a temporal attentive aggregation layer based on normal LSTM.
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- The code used in Qlib is a pyTorch implementation of Code: https://github.com/fulifeng/Adv-ALSTM
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- Paper: A dual-stage attention-based recurrent neural network for time series prediction.
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https://www.ijcai.org/Proceedings/2017/0366.pdf
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[https://www.ijcai.org/Proceedings/2017/0366.pdf](https://www.ijcai.org/Proceedings/2017/0366.pdf)
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