Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction

Junwen Duan, Yue Zhang, Xiao Ding, Ching-Yun Chang, Ting Liu

Abstract: Junwen Duan, Yue Zhang, Xiao Ding, Ching-Yun Chang, Ting Liu. Proceedings of the 27th International Conference on Computational Linguistics. 2018.