23 citations · 23 across the 2 of their papers we have counts for
2 papers
q-fin.GN2023
New News is Bad News
Paul Glasserman, Harry Mamaysky, Jimmy Qin
An increase in the novelty of news predicts negative stock market returns and negative macroeconomic outcomes over the next year. We quantify news novelty - changes in the distribu…
cs.LG2019★ 23 cited
Recurrent Attentive Neural Process for Sequential Data
Shenghao Qin, Jiacheng Zhu, Jimmy Qin +2
Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore,…