Time Series Forecasting with Transformer Models and application for Asset Management
Since its introduction in 2017 (Vaswani et al., 2017), the Transformer model has excelled in a wide range of tasks involving natural language processing...

Jiali is an Alternative Quant Researcher at Amundi Investment Institute. He is involved in developing investment applications for advanced optimisation and machine learning techniques. He joined Amundi in 2018 as a Quantitative Research Analyst within the Multi Asset Quantitative Research team.