Corpus ID: 209444467

"The Squawk Bot": Joint Learning of Time Series and Text Data Modalities for Automated Financial Information Filtering

@article{Dang2019TheSB,
  title={"The Squawk Bot": Joint Learning of Time Series and Text Data Modalities for Automated Financial Information Filtering},
  author={Xuan-Hong Dang and S. Yousaf Shah and Petros Zerfos},
  journal={ArXiv},
  year={2019},
  volume={abs/1912.10858}
}
  • Xuan-Hong Dang, S. Yousaf Shah, Petros Zerfos
  • Published in ArXiv 2019
  • Computer Science
  • Multimodal analysis that uses numerical time series and textual corpora as input data sources is becoming a promising approach, especially in the financial industry. However, the main focus of such analysis has been on achieving high prediction accuracy while little effort has been spent on the important task of understanding the association between the two data modalities. Performance on the time series hence receives little explanation though human-understandable textual information is… CONTINUE READING

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