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}
}