{"id":"https://openalex.org/W3100064228","doi":"https://doi.org/10.1109/icassp39728.2021.9413530","title":"Augmenting Transferred Representations for Stock Classification","display_name":"Augmenting Transferred Representations for Stock Classification","publication_year":2021,"publication_date":"2021-05-13","ids":{"openalex":"https://openalex.org/W3100064228","doi":"https://doi.org/10.1109/icassp39728.2021.9413530","mag":"3100064228"},"language":"en","primary_location":{"id":"doi:10.1109/icassp39728.2021.9413530","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp39728.2021.9413530","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2011.04545","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068212804","display_name":"Elizabeth Fons","orcid":"https://orcid.org/0000-0002-9315-2067"},"institutions":[{"id":"https://openalex.org/I28407311","display_name":"University of Manchester","ror":"https://ror.org/027m9bs27","country_code":"GB","type":"education","lineage":["https://openalex.org/I28407311"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Elizabeth Fons","raw_affiliation_strings":["University of Manchester, UK","University of Manchester,Department of Computer Science,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Manchester, UK","institution_ids":["https://openalex.org/I28407311"]},{"raw_affiliation_string":"University of Manchester,Department of Computer Science,UK","institution_ids":["https://openalex.org/I28407311"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008007080","display_name":"P Dawson","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Paula Dawson","raw_affiliation_strings":["AllianceBernstein, London, UK","AllianceBernstein,London,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"AllianceBernstein, London, UK","institution_ids":[]},{"raw_affiliation_string":"AllianceBernstein,London,UK","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077623520","display_name":"Xiao\u2010Jun Zeng","orcid":"https://orcid.org/0000-0002-2320-2495"},"institutions":[{"id":"https://openalex.org/I28407311","display_name":"University of Manchester","ror":"https://ror.org/027m9bs27","country_code":"GB","type":"education","lineage":["https://openalex.org/I28407311"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Xiao-jun Zeng","raw_affiliation_strings":["University of Manchester, UK","University of Manchester,Department of Computer Science,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Manchester, UK","institution_ids":["https://openalex.org/I28407311"]},{"raw_affiliation_string":"University of Manchester,Department of Computer Science,UK","institution_ids":["https://openalex.org/I28407311"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5105350782","display_name":"John Keane","orcid":"https://orcid.org/0000-0001-9022-4339"},"institutions":[{"id":"https://openalex.org/I28407311","display_name":"University of Manchester","ror":"https://ror.org/027m9bs27","country_code":"GB","type":"education","lineage":["https://openalex.org/I28407311"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"John Keane","raw_affiliation_strings":["University of Manchester, UK","University of Manchester,Department of Computer Science,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Manchester, UK","institution_ids":["https://openalex.org/I28407311"]},{"raw_affiliation_string":"University of Manchester,Department of Computer Science,UK","institution_ids":["https://openalex.org/I28407311"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064535836","display_name":"Alexandros Iosifidis","orcid":"https://orcid.org/0000-0003-4807-1345"},"institutions":[{"id":"https://openalex.org/I204337017","display_name":"Aarhus University","ror":"https://ror.org/01aj84f44","country_code":"DK","type":"education","lineage":["https://openalex.org/I204337017"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Alexandros Iosifidis","raw_affiliation_strings":["Aarhus University, Denmark","Aarhus University,Department of Electrical and Computer Engineering,Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aarhus University, Denmark","institution_ids":["https://openalex.org/I204337017"]},{"raw_affiliation_string":"Aarhus University,Department of Electrical and Computer Engineering,Denmark","institution_ids":["https://openalex.org/I204337017"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00580884,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"3915","last_page":"3919"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9945999979972839,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6382134556770325},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6313352584838867},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5728746652603149},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5083169341087341},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4816966950893402},{"id":"https://openalex.org/keywords/transfer-of-learning","display_name":"Transfer of learning","score":0.4789360463619232},{"id":"https://openalex.org/keywords/training-set","display_name":"Training set","score":0.4620347321033478},{"id":"https://openalex.org/keywords/feature-vector","display_name":"Feature vector","score":0.4324493408203125},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4095228612422943},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2193874716758728},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.10776850581169128}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6382134556770325},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6313352584838867},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5728746652603149},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5083169341087341},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4816966950893402},{"id":"https://openalex.org/C150899416","wikidata":"https://www.wikidata.org/wiki/Q1820378","display_name":"Transfer of learning","level":2,"score":0.4789360463619232},{"id":"https://openalex.org/C51632099","wikidata":"https://www.wikidata.org/wiki/Q3985153","display_name":"Training set","level":2,"score":0.4620347321033478},{"id":"https://openalex.org/C83665646","wikidata":"https://www.wikidata.org/wiki/Q42139305","display_name":"Feature vector","level":2,"score":0.4324493408203125},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4095228612422943},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2193874716758728},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10776850581169128},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1109/icassp39728.2021.9413530","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp39728.2021.9413530","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},{"id":"pmh:oai:RePEc:arx:papers:2011.04545","is_oa":false,"landing_page_url":"http://arxiv.org/pdf/2011.04545","pdf_url":"http://arxiv.org/pdf/2011.04545","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:2011.04545","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2011.04545","pdf_url":"https://arxiv.org/pdf/2011.04545","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3100064228","is_oa":true,"landing_page_url":"http://export.arxiv.org/pdf/2011.04545","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"mag:3160314335","is_oa":false,"landing_page_url":"https://ideas.repec.org/p/arx/papers/2011.04545.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"doi:10.48550/arxiv.2011.04545","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2011.04545","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"},{"id":"doi:10.17023/1sra-q905","is_oa":true,"landing_page_url":"https://doi.org/10.17023/1sra-q905","pdf_url":null,"source":{"id":"https://openalex.org/S7407051697","display_name":"IEEE RESOURCE CENTERS","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Audiovisual"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2011.04545","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2011.04545","pdf_url":"https://arxiv.org/pdf/2011.04545","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3100064228.pdf","grobid_xml":"https://content.openalex.org/works/W3100064228.grobid-xml"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W637581858","https://openalex.org/W2015804319","https://openalex.org/W2149933564","https://openalex.org/W2342352817","https://openalex.org/W2491225212","https://openalex.org/W2515503816","https://openalex.org/W2620664872","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2800569739","https://openalex.org/W2885054548","https://openalex.org/W2896419919","https://openalex.org/W2896842408","https://openalex.org/W2898843852","https://openalex.org/W2951751045","https://openalex.org/W2963122061","https://openalex.org/W2970971581","https://openalex.org/W3015726243","https://openalex.org/W3046296398","https://openalex.org/W3101667008","https://openalex.org/W3121351317","https://openalex.org/W3163470764","https://openalex.org/W3191026187","https://openalex.org/W4243581761","https://openalex.org/W6682132143","https://openalex.org/W6735249503","https://openalex.org/W6753840748","https://openalex.org/W6766978945","https://openalex.org/W6774381264","https://openalex.org/W6776035335","https://openalex.org/W6776111384","https://openalex.org/W6781295694","https://openalex.org/W6800239483"],"related_works":["https://openalex.org/W3160314335","https://openalex.org/W3165214204","https://openalex.org/W632075887","https://openalex.org/W3010729701","https://openalex.org/W2989659152","https://openalex.org/W2902200315","https://openalex.org/W3013571468","https://openalex.org/W3157366283","https://openalex.org/W93205924","https://openalex.org/W2120798313","https://openalex.org/W3130750498","https://openalex.org/W2998873753","https://openalex.org/W3095592098","https://openalex.org/W2059979378","https://openalex.org/W3170718858","https://openalex.org/W3161583074","https://openalex.org/W3008917945","https://openalex.org/W3130632852","https://openalex.org/W2015812040","https://openalex.org/W2380325554"],"abstract_inverted_index":{"Stock":[0],"classification":[1],"is":[2],"a":[3,33,59,95,139],"challenging":[4],"task":[5],"due":[6],"to":[7,35,53,56,131,138],"high":[8],"levels":[9],"of":[10,14,43,45,83,94],"noise":[11],"and":[12,49],"volatility":[13],"stocks":[15,44],"returns.":[16],"In":[17,77],"this":[18,29,106],"paper":[19],"we":[20,79],"show":[21,122],"that":[22,123],"using":[23],"transfer":[24,143],"learning":[25,144],"can":[26],"help":[27],"with":[28,109,142],"task,":[30],"by":[31],"pre-training":[32],"model":[34,55,97,140],"extract":[36],"universal":[37],"features":[38],"on":[39,86,126],"the":[40,46,68,81,87,92,100,110,115,118,127],"full":[41],"universe":[42],"S&P500":[47],"index":[48],"then":[50],"transferring":[51],"it":[52],"another":[54],"directly":[57],"learn":[58],"trading":[60],"rule.":[61],"Transferred":[62],"models":[63],"present":[64],"more":[65],"than":[66,71],"double":[67],"risk-adjusted":[69,135],"returns":[70],"their":[72],"counterparts":[73],"trained":[74,141],"from":[75],"zero.":[76],"addition,":[78],"propose":[80],"use":[82],"data":[84],"augmentation":[85,107,124],"feature":[88,128],"space":[89,129],"defined":[90],"as":[91],"output":[93],"pre-trained":[96],"(i.e.":[98],"augmenting":[99,114],"aggregated":[101],"time-series":[102,116],"representation).":[103],"We":[104,121],"compare":[105],"approach":[108],"standard":[111],"one,":[112],"i.e.":[113],"in":[117,134],"input":[119],"space.":[120],"methods":[125],"leads":[130],"20%":[132],"increase":[133],"return":[136],"compared":[137],"but":[145],"without":[146],"augmentation.":[147]},"counts_by_year":[],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}
