Business Commons^™

Representation Learning In Finance, Ajim Uddin

Dissertations

Finance studies often employ heterogeneous datasets from different sources with different structures and frequencies. Some data are noisy, sparse, and unbalanced with missing values; some are unstructured, containing text or networks. Traditional techniques often struggle to combine and effectively extract information from these datasets. This work explores representation learning as a proven machine learning technique in learning informative embedding from complex, noisy, and dynamic financial data. This dissertation proposes novel factorization algorithms and network modeling techniques to learn the local and global representation of data in two specific financial applications: analysts’ earnings forecasts and asset pricing.

Financial analysts’ earnings forecast …

Graph Enabled Cross-Domain Knowledge Transfer, Shibo Yao

Dissertations

The world has never been more connected, led by the information technology revolution in the past decades that has fundamentally changed the way people interact with each other using social networks. Consequently, enormous human activity data are collected from the business world and machine learning techniques are widely adopted to aid our decision processes. Despite of the success of machine learning in various application scenarios, there are still many questions that need to be well answered, such as optimizing machine learning outcomes when desired knowledge cannot be extracted from the available data. This naturally drives us to ponder if one …