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Weiheng Liao

2 accepted papers

2023

Causality-Guided Multi-Memory Interaction Network for Multivariate Stock Price Movement Prediction

ACL 2023long

Over the past few years, we’ve witnessed an enormous interest in stock price movement prediction using AI techniques. In recent literature, auxiliary data has been used to improve prediction accuracy, such as textual news. When predicting a particular stock, we assume that information from other sto…

Cited by 17SourcePDFScholar
2023

PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability

AAAI 2023technical

Nowadays explainability in stock price movement prediction is attracting increasing attention in banks, hedge funds and asset managers, primarily due to audit or regulatory reasons. Text data such as financial news and social media posts can be part of the reasons for stock price movement. To this e…

Cited by 25SourcePDFScholar