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]

@inproceedings{ShiLLP19,
  title = {A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management},
  author = {Si Shi and Jianjun Li and Guohui Li and Peng Pan},
  year = {2019},
  doi = {10.1145/3357384.3357961},
  url = {https://doi.org/10.1145/3357384.3357961},
  researchr = {https://researchr.org/publication/ShiLLP19},
  cites = {0},
  citedby = {0},
  pages = {1613-1622},
  booktitle = {Proceedings of the 28th ACM International Conference on Information and Knowledge Management, CIKM 2019, Beijing, China, November 3-7, 2019},
  editor = {Wenwu Zhu 0001 and Dacheng Tao and Xueqi Cheng and Peng Cui 0001 and Elke A. Rundensteiner and David Carmel and Qi He and Jeffrey Xu Yu},
  publisher = {ACM},
  isbn = {978-1-4503-6976-3},
}