← Search

Mengpu Liu

2 accepted papers

2024

ECHO-GL: Earnings Calls-Driven Heterogeneous Graph Learning for Stock Movement Prediction

AAAI 2024technical

Stock movement prediction serves an important role in quantitative trading. Despite advances in existing models that enhance stock movement prediction by incorporating stock relations, these prediction models face two limitations, i.e., constructing either insufficient or static stock relations, whi…

2023

Deep Hashing-based Dynamic Stock Correlation Estimation via Normalizing Flow

IJCAI 2023poster

In financial scenarios, influenced by common factors such as global macroeconomic and sector-specific factors, stocks exhibit varying degrees of correlations with each other, which is essential in risk-averse portfolio allocation. Because the real risk matrix is unobservable, the covariance-based co…

Cited by 4SourcePDFScholar