Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization (2020.acl-main)
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| Challenge: | Recent studies have shown that news articles can be leveraged to improve price prediction. |
| Approach: | They propose a method to encode the influence of news articles through a vector representation of stocks . they use a deep learning framework to acquire the vector representation using news articles and price history . |
| Outcome: | The proposed method can be applied to other financial problems besides price prediction. |
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