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cs.LG2024
Contrastive Learning of Asset Embeddings from Financial Time Series
Rian Dolphin, Barry Smyth, Ruihai Dong
Representation learning has emerged as a powerful paradigm for extracting valuable latent features from complex, high-dimensional data. In financial domains, learning informative r…
cs.LG2023★ 2 cited
Industry Classification Using a Novel Financial Time-Series Case Representation
Rian Dolphin, Barry Smyth, Ruihai Dong
The financial domain has proven to be a fertile source of challenging machine learning problems across a variety of tasks including prediction, clustering, and classification. Rese…
cs.LG2022
NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting
Linyi Yang, Jiazheng Li, Ruihai Dong +2
Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvement…