Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning

no code implementations • 14 Jul 2022 • Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta, Stefano Pasquali

In particular, the algorithm compresses the network into a lower dimensional continuous space, called an embedding, where pairs of nodes that are identified as similar by the algorithm are placed closer to each other.

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