Learning dynamic multimodal implicit and explicit networks for multiple financial tasks

• Main Authors: ANG, Meng Kiat Gary, LIM, Ee-peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2022
• Subjects: Graph neural networks; transformers; attention mechanisms; time-series forecasting; networks; multimodality; embeddings; finance; Databases and Information Systems; OS and Networks
• Online Access: https://ink.library.smu.edu.sg/sis_research/8325; https://ink.library.smu.edu.sg/context/sis_research/article/9328/viewcontent/10020722.pdf
• Institution: Singapore Management University

Many financial f orecasting d eep l earning w orks focus on the single task of predicting stock returns for trading with unimodal numerical inputs. Investment and risk management however involves multiple financial t asks - f orecasts o f expected returns, risks and correlations of multiple stocks i...