Stock Embeddings: Representation Learning for Financial Time Series

Identifying meaningful and actionable relationships between the price movements of financial assets is a challenging but important problem for many financial tasks, from portfolio optimization to sector classification. However, recent machine learning research often focuses on price forecasting, neg...

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Bibliographic Details
Main Authors: Rian Dolphin, Barry Smyth, Ruihai Dong
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Engineering Proceedings
Subjects:
Online Access:https://www.mdpi.com/2673-4591/39/1/30