AI in Finance: Transformers applied to multivariate time series forecasting

In this project, the exploration and evaluation of transformers as alternatives to long short-
term memory (LSTM) technology in multivariate time series analysis in the financial sector is
conducted.

In summary, this project seeks to develop a thorough comparison between current AI systems for
time series prediction, adding an innovative system that can accurately predict market prices,
using transformers and multivariate analysis. The comparison with LSTM technology and the
focus on market sentiment and stock volume as key variables for price prediction make this
project a significant contribution to the field of Artificial Intelligence applied to finance.