In response, we propose the use of discriminative models (which capture the validity of a design rather the distribution of the content) trained on positive and negative examples.
Stock trend forecasting has become a popular research direction that attracts widespread attention in the financial field.
Reproducibility is an ideal that no researcher would dispute "in the abstract", but when aspirations meet the cold hard reality of the academic grind, reproducibility often "loses out".
In this setting, is it still possible for privacy-conscientious users to avoid automatic face detection and recognition?
The objective of this article is to investigate how semantic orientations can be better detected in financial and economic news by accommodating the overall phrase-structure information and domain-specific use of language.
In addition, motivated by recommendation system, we propose Hybrid Sequence Enhanced BERT Networks (HSEBERTNets for short), which uses a multi-channel recall method to recall all the corresponding event entity.
This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints.
We present WeaverBird, an intelligent dialogue system designed specifically for the finance domain.
In this paper, we have applied sentiment analysis and supervised machine learning principles to the tweets extracted from twitter and analyze the correlation between stock market movements of a company and sentiments in tweets.
In this paper, we perform an in-depth analysis of pump and dump schemes organized by communities over the Internet.