1. Dataset | |
2. Paper | |
2.1 Stock Prediction | 2.2 Portfolio Selection |
2.3 Risk Control | 2.4 Finance NLP |
2.5 Blockchain | 2.6 Market Maker |
2.7 Others | |
3. Book | |
4. Disscussion Group |
Dataset | Task | Describe |
---|---|---|
StockNet | Stock Movement Prediction | A comprehensive dataset for stock movement prediction from tweets and historical stock prices. |
EarningsCall | Stock Risk Prediction | The earnings conference call dataset of S&P 500 companies. |
FinSBD-2019 | Financial Sentence Boundary Detection | The FinSBD-2019 dataset contains financial text that had been pre-segmented automatically, which can be used for Financial Sentence Boundary Detection. |
Financial Phrasebank | Financial Sentence Boundary Detection | Financial Phrasebank dataset consists of 4845 English sentences selected randomly from financial news found on LexisNexis database. |
FiQA | Financial Question Answering | Financial QA dataset is built by crawling Stack exchange posts under the Investment topic in the period between 2009 and 2017. |
FiQA SA | Financial Sentiment Analysis | FiQA SA dataset includes two types of discourse: financial news headlines and financial microblogs, with manually annotated target entities, sentiment scores and aspects. |
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Applications of deep learning in stock market prediction: recent progress. arxiv 2020. paper
Weiwei Jiang
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Individualized Indicator for All: Stock-wise Technical Indicator Optimization with Stock Embedding. KDD 2019. paper
Zhige Li, Derek Yang, Li Zhao, Jiang Bian, Tao Qin and Tie-Yan Liu
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Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction. KDD 2019. paper
Chi Chen, Li Zhao, Jiang Bian, Chunxiao Xing and Tie-Yan Liu
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Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis. CoRR 2019. paper
Daiki Matsunaga, Toyotaro Suzumura, Toshihiro Takahashi
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Temporal Relational Ranking for Stock Prediction. TOIS 2019 . paper
Fuli Feng, Xiangnan He, Xiang Wang, Cheng Luo, Yiqun Liu, Tat-Seng Chua
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Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction. CIKM 2018 . paper
Yingmei Chen, Zhongyu Wei, Xuanjing Huang
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Knowledge-Driven Event Embedding for Stock Prediction. COLING 2016 . paper
Xiao Ding, Yue Zhang, Ting Liu, Junwen Duan
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HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction. arxiv 2019 . paper
Raehyun Kim, Chan Ho So, Minbyul Jeong, Sanghoon Lee, Jinkyu Kim, Jaewoo Kang
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Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News . CIKM 18 . paper
Qikai Liu, Xiang Cheng, Sen Su, Shuguang Zhu
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Stock Movement Prediction from Tweets and Historical Prices . ACL 2018 . paper
Yumo Xu, Shay B. Cohen
more
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What You Say and How You Say It Matters: Predicting Financial Risk Using Verbal and Vocal Cues . ACL 2019 . paper
Yu Qin, Yi Yang
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Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction . WSDM 2018 . paper
Ziniu Hu, Weiqing Liu, Jiang Bian, Xuanzhe Liu
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Enhancing Stock Movement Prediction with Adversarial Training . IJCAI 2019 . paper
Fuli Feng, Huimin Chen, Xiangnan He, Ji Ding, Maosong Sun, Tat-Seng Chua
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Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction . KDD 2019 . paper
Chang Li (School of Computer Science University of Sydney);Dongjin Song ( Capital Market CRC);Dacheng Tao (NEC);
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Stock Price Prediction via Discovering Multi-Frequency Trading Patterns . KDD 2017 . paper
Liheng Zhang, Charu C. Aggarwal, Guojun Qi
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A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction . IJCAI 2017 . paper
Yao Qin, Dongjin Song, Haifeng Chen, Wei Cheng, Guofei Jiang, Garrison Cottrell
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Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction. IJCAI 2020: AI in FinTech . paper
Wei Li, Ruihan Bao, Keiko Harimoto, Deli Chen, Jingjing Xu, Qi Su
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A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis. IJCAI 2020: AI in FinTech . paper
Lu Bai, Lixin Cui, Yue Wang, Yuhang Jiao, Edwin R. Hancock
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Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction. IJCAI 2020: AI in FinTech . paper
Qianggang Ding, Sifan Wu, Hao Sun, Jiadong Guo, Jian Guo
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Multi-scale Two-way Deep Neural Network for Stock Trend Prediction. IJCAI 2020: AI in FinTech . paper
Guang Liu, Yuzhao Mao, Qi Sun, Hailong Huang, Weiguo Gao, Xuan Li, Jianping Shen, Ruifan Li, Xiaojie Wang
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A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem. IJCAI 2020: AI in FinTech . paper
Xin Huang, Duan Li
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Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection. IJCAI 2020: AI in FinTech . paper
Chi Seng Pun, Lei Wang, Hoi Ying Wong
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MAPS: Multi-Agent reinforcement learning-based Portfolio management System.. IJCAI 2020: AI in FinTech . paper
Jinho Lee, Raehyun Kim, Seok-Won Yi, Jaewoo Kang
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Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit. IJCAI 2020: AI in FinTech . paper
Mengying Zhu, Xiaolin Zheng, Yan Wang, Qianqiao Liang, Wenfang Zhang
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RM-CVaR: Regularized Multiple β-CVaR Portfolio. IJCAI 2020: AI in FinTech . paper
Kei Nakagawa, Shuhei Noma, Masaya Abe
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Relation-Aware Transformer for Portfolio Policy Learning. IJCAI 2020: AI in FinTech . paper
Ke Xu, Yifan Zhang, Deheng Ye, Peilin Zhao, Mingkui Tan
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Financial Risk Analysis for SMEs with Graph-based Supply Chain Mining. IJCAI 2020: AI in FinTech . paper
Shuo Yang, Zhiqiang Zhang, Jun Zhou, Yang Wang, Wang Sun, Xingyu Zhong, Yanming Fang, Quan Yu, Yuan Qi
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Federated Meta-Learning for Fraudulent Credit Card Detection. IJCAI 2020: AI in FinTech . paper
Wenbo Zheng, Lan Yan, Chao Gou, Fei-Yue Wang
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The Behavioral Sign of Account Theft: Realizing Online Payment Fraud Alert. IJCAI 2020: AI in FinTech . paper
Cheng WANG
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Phishing Scam Detection on Ethereum: Towards Financial Security for Blockchain Ecosystem. IJCAI 2020: AI in FinTech . paper
Weili Chen, Xiongfeng Guo, Zhiguang Chen, Zibin Zheng, Yutong Lu
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Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection. IJCAI 2020: AI in FinTech . paper
Xia Cai
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An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization. IJCAI 2020: AI in FinTech . paper
Siyu Lin, Peter A. Beling
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Interpretable Multimodal Learning for Intelligent Regulation in Online Payment Systems. IJCAI 2020: AI in FinTech . paper
Shuoyao Wang, Diwei Zhu
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Risk Guarantee Prediction in Networked-Loans. IJCAI 2020: AI in FinTech . paper
Dawei Cheng, Xiaoyang Wang, Ying Zhang, Liqing Zhang
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Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. IJCAI 2020: AI in FinTech . paper
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
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Deep Semantic Compliance Advisor for Unstructured Document Compliance Checking. IJCAI 2020: AI in FinTech . paper
Honglei Guo, Bang An, Zhili Guo, Zhong Su
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"The Squawk Bot": Joint Learning of Time Series and Text Data Modalities for Automated Financial Information Filtering. IJCAI 2020: AI in FinTech . paper
Xuan-Hong Dang, Syed Yousaf Shah, Petros Zerfos
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A Unified Model for Financial Event Classification, Detection and Summarization. IJCAI 2020: AI in FinTech . paper
Quanzhi Li, Qiong Zhang
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F-HMTC: Detecting Financial Events for Investment Decisions Based on Neural Hierarchical Multi-Label Text Classification. IJCAI 2020: AI in FinTech . paper
Xin Liang, Dawei Cheng, Fangzhou Yang, Yifeng Luo, Weining Qian, Aoying Zhou
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Financial Risk Prediction with Multi-Round Q&A Attention Network. IJCAI 2020: AI in FinTech . paper
Zhen Ye, Yu Qin, Wei Xu
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FinBERT: A Pre-trained Financial Language Representation Model for Financial Text Mining. IJCAI 2020: AI in FinTech . paper
Zhuang Liu, Degen Huang, Kaiyu Huang, Zhuang Li, Jun Zhao
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Two-stage Behavior Cloning for Spoken Dialogue System in Debt Collection. IJCAI 2020: AI in FinTech . paper
Zihao Wang, Jia Liu, Hengbin Cui, Chunxiang Jin, Minghui Yang, Yafang Wang, Xiaolong Li, Renxin Mao
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BitcoinHeist: Topological Data Analysis for Ransomware Prediction on the Bitcoin Blockchain. IJCAI 2020: AI in FinTech . paper
Cuneyt G. Akcora, Yitao Li, Yulia R. Gel, Murat Kantarcioglu
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SEBF: A Single-Chain based Extension Model of Blockchain for Fintech. IJCAI 2020: AI in FinTech . paper
Yimu Ji, Weiheng Gu, Fei Chen, Xiaoying Xiao, Jing Sun, Shangdong Liu, Jing He, Yunyao Li, Kaixiang Zhang, Fen Mei, Fei Wu
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Infochain: A Decentralized, Trustless and Transparent Oracle on Blockchain. IJCAI 2020: AI in FinTech . paper
Naman Goel, Cyril van Schreven, Aris Filos-Ratsikas, Boi Faltings
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Market Manipulation: An Adversarial Learning Framework for Detection and Evasion. IJCAI 2020: AI in FinTech . paper
Xintong Wang, Michael P. Wellman
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Data-Driven Market-Making via Model-Free Learning. IJCAI 2020: AI in FinTech . paper
Yueyang Zhong, YeeMan Bergstrom, Amy Ward
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Robust Market Making via Adversarial Reinforcement Learning. IJCAI 2020: AI in FinTech . paper
Thomas Spooner, Rahul Savani
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IGNITE: A Minimax Game Toward Learning Individual Treatment Effects from Networked Observational Data. IJCAI 2020: AI in FinTech . paper
Ruocheng Guo, Jundong Li, Yichuan Li, K. Selçuk Candan, Adrienne Raglin, Huan Liu
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Task-Based Learning via Task-Oriented Prediction Network with Applications in Finance. IJCAI 2020: AI in FinTech . paper
Di Chen, Yada Zhu, Xiaodong Cui, Carla P. Gomes
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WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series. IJCAI 2020: AI in FinTech . paper
Michael Poli, Jinkyoo Park, Ilija Ilievski
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The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig Mackinlay
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Advances in Financial Machine Learning
Marcos Lopez de Prado
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Financial Decisions and Markets: A Course in Asset Pricing
J. Campbell
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