The code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets [pdf] can be found in the pointwise_embeddings.ipynb notebook.
Relevant papers:
- Original work on learning Stock Embeddings [pdf]
- Improved results using contrastive learning for asset embeddings [pdf]
- Accepted at ICAIF 2024
- Leveraging financial news for multimodal asset embeddings [pdf]
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]
The first 10 rows of each data file can be found in the sample files in the Data/ directory to show the required format.