WISE: Wavelet based Interpretable Stock Embedding for Risk-Averse Portfolio Management
Author:
Affiliation:
1. Zhejiang University, China
2. Macquarie University, Australia
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3487553.3524200
Reference46 articles.
1. The nexus between oil price and islamic stock markets in Africa: A wavelet and Multivariate-GARCH approach
2. Deep Multi-state Dynamic Recurrent Neural Networks Operating on Wavelet Based Neural Features for Robust Brain Machine Interfaces;Allahgholizadeh Haghi Benyamin;Advances in Neural Information Processing Systems,2019
3. A deep learning framework for financial time series using stacked autoencoders and long-short term memory
4. Short‐run wavelet‐based covariance regimes for applied portfolio management
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