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 is applicable to financial problems…
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 be skewed and have a…
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 especially crucial because of the…
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 modeling is to characterize the…