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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-06-01
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Series: | Engineering Proceedings |
Subjects: | |
Online Access: | https://www.mdpi.com/2673-4591/39/1/30 |