We proposed a stock vector representation called “stock embedding,” obtained using a deep learning framework that utilizes news articles and stock price history. This embedding…
Finance
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This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to…
The bitcoin price crash at the beginning of 2018 was caused by various social factors. The influence of news wire stories and social media was…
The theory of econophysics reveals the scaling properties of price, which explains why market crashes much more frequently than expected. A challenge of financial market…