Temporal implicit multimodal networks for investment and risk management

• Main Authors: ANG, Meng Kiat Gary, LIM, Ee-peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Finance; forecasting; graph neural networks; graphs; multi-modality; Time-series; Artificial Intelligence and Robotics; Databases and Information Systems; OS and Networks
• Online Access: https://ink.library.smu.edu.sg/sis_research/8745; https://ink.library.smu.edu.sg/context/sis_research/article/9748/viewcontent/3643855.pdf
• Institution: Singapore Management University

Many deep learning works on financial time-series forecasting focus on predicting future prices/returns of individual assets with numerical price-related information for trading, and hence propose models designed for univariate, single-task, and/or unimodal settings. Forecasting for investment and r...