Xin Du, Kumiko Tanaka-Ishii. Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization. In Dan Jurafsky, Joyce Chai, Natalie Schluter, Joel R. Tetreault, editors, Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics, ACL 2020, Online, July 5-10, 2020. pages 3353-3363, Association for Computational Linguistics, 2020. [doi]
Abstract is missing.