Stock Ranking with Multi-Task Learning

作者:

Highlights:

• Propose a Deep Multi-Task Learning solution for stock ranking predictions.

• Combination of Deep Learning and Quantitative Research.

• Perform ranking predictions on a large number of stocks.

• Provide effective stock trading signals in real-world stock markets.

摘要

•Propose a Deep Multi-Task Learning solution for stock ranking predictions.•Combination of Deep Learning and Quantitative Research.•Perform ranking predictions on a large number of stocks.•Provide effective stock trading signals in real-world stock markets.

论文关键词:Stock prediction,Stock ranking,Multi-task learning,Deep neural networks

论文评审过程:Received 29 August 2021, Revised 10 March 2022, Accepted 11 March 2022, Available online 23 March 2022, Version of Record 29 March 2022.

论文官网地址:https://doi.org/10.1016/j.eswa.2022.116886