Mena, Gary; Coussement, Kristof; De Bock, Koen W.; De … - In: Annals of Operations Research 339 (2023) 1, pp. 765-787
Deep neural network (DNN) architectures such as recurrent neural networks and transformers display outstanding …-varying data. The paper provides a comprehensive evaluation of the ability of recurrent neural networks and transformers for … set from a large financial services company, we find recurrent neural networks to outperform transformer architectures …