Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction

Junwen Duan, Yue Zhang, Xiao Ding, Ching-Yun Chang, Ting Liu. Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction. In Emily M. Bender, Leon Derczynski, Pierre Isabelle, editors, Proceedings of the 27th International Conference on Computational Linguistics, COLING 2018, Santa Fe, New Mexico, USA, August 20-26, 2018. pages 2823-2833, Association for Computational Linguistics, 2018. [doi]

Abstract

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