Textual knowledge integration for financial asset management

• Main Author: Xing, Frank Zhutian
• Other Authors: Erik Cambria
• Format: Thesis-Doctor of Philosophy
• Language: English
• Published: Nanyang Technological University 2018
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: https://hdl.handle.net/10356/87459; http://hdl.handle.net/10220/46751
• Institution: Nanyang Technological University

The scenario when investors need to manage a large number of financial assets has an essential difference from what most of the people do for stock movement prediction today. In traditional asset allocation models, expected returns and correlations of financial assets are difficult to estimate from...