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Full-Text Articles in OS and Networks
Learning Dynamic Multimodal Implicit And Explicit Networks For Multiple Financial Tasks, Meng Kiat Gary Ang, Ee-Peng Lim
Learning Dynamic Multimodal Implicit And Explicit Networks For Multiple Financial Tasks, Meng Kiat Gary Ang, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Many financial f orecasting d eep l earning w orks focus on the single task of predicting stock returns for trading with unimodal numerical inputs. Investment and risk management however involves multiple financial t asks - f orecasts o f expected returns, risks and correlations of multiple stocks in portfolios, as well as important events affecting different stocks - to support decision making. Moreover, stock returns are influenced by large volumes of non-stationary time-series information from a variety of modalities and the propagation of such information across inter-company relationship networks. Such networks could be explicit - observed co-occurrences in online …