Search Results for author: Hengxu Lin

Found 2 papers, 1 papers with code

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

no code implementations12 Jul 2021 Hengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian

Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance.

Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport

1 code implementation24 Jun 2021 Hengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian

In this paper, we propose a novel architecture, Temporal Routing Adaptor (TRA), to empower existing stock prediction models with the ability to model multiple stock trading patterns.

Stock Prediction

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