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Shun Li

4 accepted papers

2024

Automatic De-Biased Temporal-Relational Modeling for Stock Investment Recommendation

IJCAI 2024poster

Stock investment recommendation is crucial for guiding investment decisions and managing portfolios. Recent studies have demonstrated the potential of temporal-relational models (TRM) to yield excess investment returns. However, in the complicated finance ecosystem, the current TRM suffer from both…

Cited by 6SourcePDFScholar
2022

Adaptive Long-Short Pattern Transformer for Stock Investment Selection

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 44SourcePDFScholar
2022

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

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 14SourcePDFScholar
2021

Hierarchical Adaptive Temporal-Relational Modeling for Stock Trend Prediction

IJCAI 2021poster

Stock trend prediction is a challenging task due to the non-stationary dynamics and complex market dependencies. Existing methods usually regard each stock as isolated for prediction, or simply detect their correlations based on a fixed predefined graph structure. Genuinely, stock associations stem…

Cited by 82SourcePDFScholar