Stock Embedding Acquired from News Articles and Price History and Application Portfolio Optimization
Stock Embedding Acquired from News Articles and Price History, and an Application to Portfolio Optimization
这篇文章是ACL2020发表文章,他的研究方向是挖掘金融新闻,预测股价,并首次提出组合优化。本文主要就是简略讲一下我自己理解后的流程和计算。
目录模型部分Text feature distillerPrice movement classifier与其他方法对比组合优化Weighted BERT
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2020-11-10 20:49:40 ·
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