no code implementations • 29 Apr 2023 • Rian Dolphin, Barry Smyth, Ruihai Dong
We discuss why time-series data can present some significant representational challenges for conventional case-based reasoning approaches, and in response, we propose a novel representation based on stock returns embeddings, which can be readily calculated from raw stock returns data.
no code implementations • 11 Nov 2022 • Rian Dolphin, Barry Smyth, Ruihai Dong
Industry classification schemes provide a taxonomy for segmenting companies based on their business activities.
1 code implementation • 14 Feb 2022 • Rian Dolphin, Barry Smyth, Ruihai Dong
Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications.
1 code implementation • 7 Jul 2021 • Rian Dolphin, Barry Smyth, Yang Xu, Ruihai Dong
Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices.