Corpus ID: 52878573

Multi-task Learning for Financial Forecasting

@article{Ma2018MultitaskLF,
  title={Multi-task Learning for Financial Forecasting},
  author={T. Ma and Guolin Ke},
  journal={ArXiv},
  year={2018},
  volume={abs/1809.10336}
}
  • T. Ma, Guolin Ke
  • Published 2018
  • Mathematics, Computer Science
  • ArXiv
  • Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting is the most representative problem in financial forecasting. Due to the strong connections among stocks, the information valuable for forecasting is not only included in individual stocks, but also included in the stocks related to them. However, most… CONTINUE READING

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