Learning Embedding Representations for Stocks from Returns Time Series

The code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets can be found in the pointwise_embeddings.ipynb notebook.

Most recent version of the paper available here

Cite as:

@article{dolphin2022stock,
  title={Stock embeddings: Learning distributed representations for financial assets},
  author={Dolphin, Rian and Smyth, Barry and Dong, Ruihai},
  journal={arXiv preprint arXiv:2202.08968},
  year={2022}
}

Data files are too large to be stored in the repo but feel free to reach out to me via email: [email protected]