WISE: Wavelet based Interpretable Stock Embedding for Risk-Averse Portfolio Management.

Mengying Zhu|Yan Wang|Fei Wu|Mengyuan Yang|Cheng Chen|Qianqiao Liang|Xiaolin Zheng


Anthology ID:DBLP:conf/www/Zhu0WYCLZ22
Volume:Companion of The Web Conference 2022, Virtual Event / Lyon, France, April 25 - 29, 2022
Year:2022
Venue:The Web Conference (WWW)
Publisher:ACM
Pages:1-11
URL:https://doi.org/10.1145/3487553.3524200
DOI:https://doi.org/10.1145/3487553.3524200
DBLP:conf/www/Zhu0WYCLZ22
BibTeX:
@inproceedings{zhu-2022-wise, author = {Mengying Zhu and Yan Wang and Fei Wu and Mengyuan Yang and Cheng Chen and Qianqiao Liang and Xiaolin Zheng}, editor = {Fr\'{e}d\'{e}rique Laforest and Rapha\"{e}l Troncy and Elena Simperl and Deepak Agarwal and Aristides Gionis and Ivan Herman and Lionel M\'{e}dini}, title = {{WISE: Wavelet based Interpretable Stock Embedding for Risk-Averse Portfolio Management}}, booktitle = {{Companion of The Web Conference 2022, Virtual Event / Lyon, France, April 25 - 29, 2022}}, pages = {1--11}, publisher = {ACM}, year = {2022}, url = {https://doi.org/10.1145/3487553.3524200}, doi = {https://doi.org/10.1145/3487553.3524200} }