Hanwei Wu, Ather Gattami, Markus Flierl. Conditional mutual information-based contrastive loss for financial time series forecasting. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]
@inproceedings{WuGF20-0, title = {Conditional mutual information-based contrastive loss for financial time series forecasting}, author = {Hanwei Wu and Ather Gattami and Markus Flierl}, year = {2020}, doi = {10.1145/3383455.3422550}, url = {https://doi.org/10.1145/3383455.3422550}, researchr = {https://researchr.org/publication/WuGF20-0}, cites = {0}, citedby = {0}, booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020}, editor = {Tucker Balch}, publisher = {ACM}, isbn = {978-1-4503-7584-9}, }