Equity2Vec-Reference-Cited by-同舟云学术

Equity2Vec

Published:2021-11-03 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the Second ACM International Conference on AI in Finance
language:
Short-container-title:

Author:

Wu Qiong¹,Brinton Christopher G.²,Zhang Zheng¹,Pizzoferrato Andrea³,Liu Zhenming¹,Cucuringu Mihai⁴

Affiliation:

1. William & Mary

2. Purdue University

3. University of Bath

4. University of Oxford

Funder

National Group of Mathematical Physics (GNFM-INdAM)

EPSRC grant

NSF (National Science Foundation)

The Alan Turing Institute EPSRC grant

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3490354.3494409

Reference80 articles.

1. Ryo Akita Akira Yoshihara Takashi Matsubara and Kuniaki Uehara. 2016. Deep learning for stock prediction using numerical and textual information. In ICIS. Ryo Akita Akira Yoshihara Takashi Matsubara and Kuniaki Uehara. 2016. Deep learning for stock prediction using numerical and textual information. In ICIS.

2. Yakov Amihud . 2002. Illiquidity and stock returns: cross-section and time-series effects. Journal of financial markets ( 2002 ). Yakov Amihud. 2002. Illiquidity and stock returns: cross-section and time-series effects. Journal of financial markets (2002).

3. Turan G Bali , Robert F Engle , and Scott Murray . 2016. Empirical asset pricing: The cross section of stock returns . John Wiley & Sons . Turan G Bali, Robert F Engle, and Scott Murray. 2016. Empirical asset pricing: The cross section of stock returns. John Wiley & Sons.

4. Jacob Benesty , Jingdong Chen , Yiteng Huang , and Israel Cohen . 2009. Pearson correlation coefficient . In Noise reduction in speech processing . Springer , 1--4. Jacob Benesty, Jingdong Chen, Yiteng Huang, and Israel Cohen. 2009. Pearson correlation coefficient. In Noise reduction in speech processing. Springer, 1--4.

5. Nusret Cakici , Kalok Chan , and Kudret Topyan . 2017. Cross-sectional stock return predictability in China. The European Journal of Finance ( 2017 ). Nusret Cakici, Kalok Chan, and Kudret Topyan. 2017. Cross-sectional stock return predictability in China. The European Journal of Finance (2017).

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fin-GAN: forecasting and classifying financial time series via generative adversarial networks;Quantitative Finance;2024-01-31

2. SimStock : Representation Model for Stock Similarities;4th ACM International Conference on AI in Finance;2023-11-25

3. A Transformer-Based Substitute Recommendation Model Incorporating Weakly Supervised Customer Behavior Data;Proceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval;2023-07-18

4. A Machine Learning Approach to Industry Classification in Financial Markets;Communications in Computer and Information Science;2023

5. SETN: Stock Embedding Enhanced with Textual and Network Information;2022 IEEE International Conference on Big Data (Big Data);2022-12-17