Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Financial Data Science
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Financial Data Science

The Journal of Financial Data Science

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Neural Embeddings of Financial Time-Series Data

Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco
The Journal of Financial Data Science Fall 2020, jfds.2020.1.041; DOI: https://doi.org/10.3905/jfds.2020.1.041
Alik Sokolov
is the managing director of machine learning at RiskLab in Toronto, Canada
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Jonathan Mostovoy
is the managing director of research and partnerships at RiskLab Toronto in Toronto, Canada
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Brydon Parker
is a researcher at RiskLab Toronto in Toronto, Canada, and a data scientist at Omnia AI: Deloitte Canada’s AI Practice
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Luis Seco
is the head of RiskLab in Toronto, Canada, director of the Mathematical Finance Program at the University of Toronto, director of Fields-CQAM, and chief executive officer of Sigma Analysis & Management Ltd
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Article Information

jfds.2020.1.041
DOI 
https://doi.org/10.3905/jfds.2020.1.041

Published By 
Pageant Media Ltd
Print ISSN 
2640-3943
Online ISSN 
2640-3951
History 
  • Published online August 24, 2020.

Article Versions

  • You are currently viewing a Latest version of this article (August 24, 2020 - 02:35).
  • View the most recent version of this article
Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Alik Sokolov
    1. is the managing director of machine learning at RiskLab in Toronto, Canada. (alik.sokolov{at}gmail.com)
  2. Jonathan Mostovoy
    1. is the managing director of research and partnerships at RiskLab Toronto in Toronto, Canada. (mostovoy{at}math.toronto.edu)
  3. Brydon Parker
    1. is a researcher at RiskLab Toronto in Toronto, Canada, and a data scientist at Omnia AI: Deloitte Canada’s AI Practice. (bryparker{at}deloitte.ca)
  4. Luis Seco
    1. is the head of RiskLab in Toronto, Canada, director of the Mathematical Finance Program at the University of Toronto, director of Fields-CQAM, and chief executive officer of Sigma Analysis & Management Ltd. (seco{at}math.toronto.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Financial Data Science: 4 (3)
The Journal of Financial Data Science
Vol. 4, Issue 3
Summer 2022
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Financial Data Science.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Neural Embeddings of Financial Time-Series Data
(Your Name) has sent you a message from The Journal of Financial Data Science
(Your Name) thought you would like to see the The Journal of Financial Data Science web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Neural Embeddings of Financial Time-Series Data
Alik Sokolov, Jonathan Mostovoy, Brydon Parker, Luis Seco
The Journal of Financial Data Science Aug 2020, jfds.2020.1.041; DOI: 10.3905/jfds.2020.1.041

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Neural Embeddings of Financial Time-Series Data
Alik Sokolov, Jonathan Mostovoy, Brydon Parker, Luis Seco
The Journal of Financial Data Science Aug 2020, jfds.2020.1.041; DOI: 10.3905/jfds.2020.1.041
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • TECHNICAL BACKGROUND
    • DEFINITIONS AND NOTATION
    • APPROACH AND EMPIRICAL IMPLEMENTATION
    • FURTHER WORK/LIMITATIONS
    • ADDITIONAL READING
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar
LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 2640-3943 | E-ISSN: 2640-3951

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies