A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management.

@inproceedings{shi-2019-multiscale, author = {Si Shi and Jianjun Li and Guohui Li and Peng Pan}, editor = {Wenwu Zhu and Dacheng Tao and Xueqi Cheng and Peng Cui and Elke A. Rundensteiner and David Carmel and Qi He and Jeffrey Xu Yu}, title = {{A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management}}, booktitle = {{Proceedings of the 28th ACM International Conference on Information and Knowledge Management, CIKM 2019, Beijing, China, November 3-7, 2019}}, pages = {1613--1622}, publisher = {ACM}, year = {2019}, url = {https://doi.org/10.1145/3357384.3357961}, doi = {https://doi.org/10.1145/3357384.3357961} }