Multi-Task Learning for Stock Selection

  title={Multi-Task Learning for Stock Selection},
  author={Joumana Ghosn and Yoshua Bengio},
Artificial Neural Networks can be used to predict future returns of stocks in order to take financial decisions . Should one build a separate network for each stock or share the same network for all the stocks? In this paper we also explore other alternatives, in which some layers are shared and others are not shared. When the prediction of future returns for different stocks are viewed as different tasks, sharing some parameters across stocks is a form of multi-task learning. In a series of… CONTINUE READING
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