qlib/examples/benchmarks/ALSTM/README.md

ALSTM

• ALSTM contains a temporal attentive aggregation layer based on normal LSTM.

• The code used in Qlib is a pyTorch implementation of Code: https://github.com/fulifeng/Adv-ALSTM

• Paper: A dual-stage attention-based recurrent neural network for time series prediction.

  https://www.ijcai.org/Proceedings/2017/0366.pdf