Investment and risk management with online news and heterogeneous networks

• Main Authors: ANG, Meng Kiat Gary, LIM, Ee-peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2023
• Subjects: Graph neural networks; transformers; attention mechanisms; time-series forecasting; networks; multimodality; embeddings; finance; natural language processing; Communication Technology and New Media; Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/7899; https://ink.library.smu.edu.sg/context/sis_research/article/8902/viewcontent/3532858_pv.pdf
• Institution: Singapore Management University

Stock price movements in financial markets are influenced by large volumes of news from diverse sources on the web, e.g., online news outlets, blogs, social media. Extracting useful information from online news for financial tasks, e.g., forecasting stock returns or risks, is, however, challenging d...