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Tianjie Wang

- Corporate Model Risk Management

301 South Tryon Street

Wells Faro Three 10th Floor

Charlotte, NC 28288

United States

SCHOLARLY PAPERS

1

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149

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0

Scholarly Papers (1)

1.

Interpretable Feature Engineering for Time Series Predictors using Attention Networks

Number of pages: 19 Posted: 01 Jun 2022
Tianjie Wang, Jie Chen, Joel Vaughan and Vijay Nair
- Corporate Model Risk Management, Wells Fargo, Wells Fargo and Corporate Model Risk, Wells Fargo
Downloads 149 (502,974)

Abstract:

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Attention heads, Deep neural networks, Interpretable feature engineering