Overnight Stock Movement Prediction with Contextualized Embedding Incorporating News and Stock

Author:

Xu Junjie H.1,An Shiwen2,Lyu Liangcheng1,Bai Yiming1

Affiliation:

1. Independent Researchers

2. Graduate University for Advanced Studies, SOKENDAI,Japan

Publisher

IEEE

Reference21 articles.

1. Learning company embeddings from annual reports for fine-grained industry characterization;ito;Proc of FinNLP workshop 2020,2020

2. Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction

3. Overnight return, the invisible hand behind intraday returns?;branch;Journal of Applied Finance,2012

4. Roberta: A robustly optimized bert pretraining approach;liu;arXiv preprint arXiv 1907 11634,2019

5. Xlnet: generalized autoregressive pretraining for language understanding;yang;Proceedings of the 33rd International Conference on Neural Information Processing Systems,2019

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