A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management

Si Shi, Jianjun Li, Guohui Li, Peng Pan. A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management. In Wenwu Zhu 0001, Dacheng Tao, Xueqi Cheng, Peng Cui 0001, Elke A. Rundensteiner, David Carmel, Qi He, Jeffrey Xu Yu, editors, Proceedings of the 28th ACM International Conference on Information and Knowledge Management, CIKM 2019, Beijing, China, November 3-7, 2019. pages 1613-1622, ACM, 2019. [doi]

Abstract

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