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qlib/examples/benchmarks/ALSTM/README.md
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# 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