Search Results for author: Ruihan Bao

Found 8 papers, 5 papers with code

Incorporating Pre-trained Model Prompting in Multimodal Stock Volume Movement Prediction

1 code implementation11 Sep 2023 Ruibo Chen, Zhiyuan Zhang, Yi Liu, Ruihan Bao, Keiko Harimoto, Xu sun

Existing multimodal works that train models from scratch face the problem of lacking universal knowledge when modeling financial news.

Time Series

Stock Trading Volume Prediction with Dual-Process Meta-Learning

1 code implementation11 Oct 2022 Ruibo Chen, Wei Li, Zhiyuan Zhang, Ruihan Bao, Keiko Harimoto, Xu sun

Our method can model the common pattern behind different stocks with a meta-learner, while modeling the specific pattern for each stock across time spans with stock-dependent parameters.

Algorithmic Trading Meta-Learning

Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction

1 code implementation4 Aug 2022 Lei LI, Zhiyuan Zhang, Ruihan Bao, Keiko Harimoto, Xu sun

Traditional knowledge distillation in classification problems transfers the knowledge via class correlations in the soft label produced by teacher models, which are not available in regression problems like stock trading volume prediction.

Knowledge Distillation regression

ASAT: Adaptively Scaled Adversarial Training in Time Series

no code implementations20 Aug 2021 Zhiyuan Zhang, Wei Li, Ruihan Bao, Keiko Harimoto, Yunfang Wu, Xu sun

Besides the security concerns of potential adversarial examples, adversarial training can also improve the generalization ability of neural networks, train robust neural networks, and provide interpretability for neural networks.

Adversarial Robustness Time Series +1

Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction

no code implementations26 Jun 2020 Wei Li, Ruihan Bao, Keiko Harimoto, Deli Chen, Jingjing Xu and Qi Su

Further analysis shows that the introduction of the graph enables our model to predict the movement of stocks that are not directly associated with news as well as the whole market, which is not available in most previous methods.

Relation

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