Shijie Guan — accepted AI-conference papers

2022

Adaptive Long-Short Pattern Transformer for Stock Investment Selection

Heyuan Wang, Tengjiao Wang, Shun Li, Jiayi Zheng, Shijie Guan, Wei Chen

IJCAI 2022poster

Stock investment selection is a hard issue in the Fintech field due to non-stationary dynamics and complex market interdependencies. Existing studies are mostly based on RNNs, which struggle to capture interactive information among fine granular volatility patterns. Besides, they either treat stocks…

Cited by 44 Source ↗PDF ↗Scholar ↗

2022

Heterogeneous Interactive Snapshot Network for Review-Enhanced Stock Profiling and Recommendation

Heyuan Wang, Tengjiao Wang, Shun Li, Shijie Guan, Jiayi Zheng, Wei Chen

IJCAI 2022poster

Stock recommendation plays a critical role in modern quantitative trading. The large volumes of social media information such as investment reviews that delegate emotion-driven factors, together with price technical indicators formulate a “snapshot” of the evolving stock market profile. However, pre…

Cited by 14 Source ↗PDF ↗Scholar ↗