All Projects → sangyx → Deep Finance

sangyx / Deep Finance

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Datasets, papers and books on AI & Finance.

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deep-finance: Deep Learning for Finance

Content

1. Dataset
2. Paper
2.1 Stock Prediction 2.2 Portfolio Selection
2.3 Risk Management 2.4 Finance NLP
2.5 Blockchain 2.6 Market Maker
2.7 Others
3. Book
4. Disscussion Group

Dataset

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.

Paper

Stock Prediction

  1. Applications of deep learning in stock market prediction: recent progress. arxiv 2020. paper

    Weiwei Jiang

  2. 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

  3. 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

  4. Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis. CoRR 2019. paper

    Daiki Matsunaga, Toyotaro Suzumura, Toshihiro Takahashi

  5. Temporal Relational Ranking for Stock Prediction. TOIS 2019 . paper

    Fuli Feng, Xiangnan He, Xiang Wang, Cheng Luo, Yiqun Liu, Tat-Seng Chua

  6. Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction. CIKM 2018 . paper

    Yingmei Chen, Zhongyu Wei, Xuanjing Huang

  7. Knowledge-Driven Event Embedding for Stock Prediction. COLING 2016 . paper

    Xiao Ding, Yue Zhang, Ting Liu, Junwen Duan

  8. 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

  9. Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News . CIKM 18 . paper

    Qikai Liu, Xiang Cheng, Sen Su, Shuguang Zhu

  10. Stock Movement Prediction from Tweets and Historical Prices . ACL 2018 . paper

    Yumo Xu, Shay B. Cohen

more
  1. What You Say and How You Say It Matters: Predicting Financial Risk Using Verbal and Vocal Cues . ACL 2019 . paper

    Yu Qin, Yi Yang

  2. 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

  3. Enhancing Stock Movement Prediction with Adversarial Training . IJCAI 2019 . paper

    Fuli Feng, Huimin Chen, Xiangnan He, Ji Ding, Maosong Sun, Tat-Seng Chua

  4. 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);

  5. Stock Price Prediction via Discovering Multi-Frequency Trading Patterns . KDD 2017 . paper

    Liheng Zhang, Charu C. Aggarwal, Guojun Qi

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

Portfolio Selection

  1. A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem. IJCAI 2020: AI in FinTech . paper

    Xin Huang, Duan Li

  2. 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

  3. MAPS: Multi-Agent reinforcement learning-based Portfolio management System.. IJCAI 2020: AI in FinTech . paper

    Jinho Lee, Raehyun Kim, Seok-Won Yi, Jaewoo Kang

  4. 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

  5. RM-CVaR: Regularized Multiple β-CVaR Portfolio. IJCAI 2020: AI in FinTech . paper

    Kei Nakagawa, Shuhei Noma, Masaya Abe

  6. Relation-Aware Transformer for Portfolio Policy Learning. IJCAI 2020: AI in FinTech . paper

    Ke Xu, Yifan Zhang, Deheng Ye, Peilin Zhao, Mingkui Tan

Risk Management

  1. 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

  2. Federated Meta-Learning for Fraudulent Credit Card Detection. IJCAI 2020: AI in FinTech . paper

    Wenbo Zheng, Lan Yan, Chao Gou, Fei-Yue Wang

  3. The Behavioral Sign of Account Theft: Realizing Online Payment Fraud Alert. IJCAI 2020: AI in FinTech . paper

    Cheng WANG

  4. 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

  5. Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection. IJCAI 2020: AI in FinTech . paper

    Xia Cai

  6. An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization. IJCAI 2020: AI in FinTech . paper

    Siyu Lin, Peter A. Beling

  7. Interpretable Multimodal Learning for Intelligent Regulation in Online Payment Systems. IJCAI 2020: AI in FinTech . paper

    Shuoyao Wang, Diwei Zhu

  8. Risk Guarantee Prediction in Networked-Loans. IJCAI 2020: AI in FinTech . paper

    Dawei Cheng, Xiaoyang Wang, Ying Zhang, Liqing Zhang

  9. 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

Finance NLP

  1. Deep Semantic Compliance Advisor for Unstructured Document Compliance Checking. IJCAI 2020: AI in FinTech . paper

    Honglei Guo, Bang An, Zhili Guo, Zhong Su

  2. "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

  3. A Unified Model for Financial Event Classification, Detection and Summarization. IJCAI 2020: AI in FinTech . paper

    Quanzhi Li, Qiong Zhang

  4. 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

  5. Financial Risk Prediction with Multi-Round Q&A Attention Network. IJCAI 2020: AI in FinTech . paper

    Zhen Ye, Yu Qin, Wei Xu

  6. 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

  7. 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

Blockchain

  1. 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

  2. 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

  3. 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

Market Maker

  1. Market Manipulation: An Adversarial Learning Framework for Detection and Evasion. IJCAI 2020: AI in FinTech . paper

    Xintong Wang, Michael P. Wellman

  2. Data-Driven Market-Making via Model-Free Learning. IJCAI 2020: AI in FinTech . paper

    Yueyang Zhong, YeeMan Bergstrom, Amy Ward

  3. Robust Market Making via Adversarial Reinforcement Learning. IJCAI 2020: AI in FinTech . paper

    Thomas Spooner, Rahul Savani

Others

  1. 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

  2. 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

  3. 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

Book

  1. The Econometrics of Financial Markets

    John Y. Campbell, Andrew W. Lo, A. Craig Mackinlay

  2. Advances in Financial Machine Learning

    Marcos Lopez de Prado

  3. Financial Decisions and Markets: A Course in Asset Pricing

    J. Campbell

Disscussion Group

对于AI+Finance方向感兴趣的童鞋,欢迎扫描下面的二维码学习交流:

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