ml-hongkong / stock2vec

Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history

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Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history

Often, the stock price of the companies in the same industry will move in tandem with each other. This is because market conditions generally affect the companies in the same industry the same way. With this result, we can get a similarity between stocks. Moreover, we can put those vectors to our classifier such as Deep Neural Network.

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Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history


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