Quantifying event impacts on time series via multiscale contrastive learning
Read the original at arxiv.org→arXiv:2608.19447v1 Announce Type: new Abstract: Shocks that spread through the web, such as cybersecurity breach disclosures, can abruptly disrupt financial time series and cause substantial abnormal losses. While...
Original headline: "Quantifying Event Impacts on Time Series via Multiscale Contrastive Learning"
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- Aug 21, 04:00 UTC arXiv cs.LG lead source Quantifying Event Impacts on Time Series via Multiscale Contrastive Learning