Neural Embeddings of Financial Time-Series Data

Alik Sokolov; Jonathan Mostovoy; Brydon Parker; Luis Seco

doi:10.3905/jfds.2020.1.041

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

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Jonathan Mostovoy

is the managing director of research and partnerships at RiskLab Toronto in Toronto, Canada

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Brydon Parker

is a researcher at RiskLab Toronto in Toronto, Canada, and a data scientist at Omnia AI: Deloitte Canada’s AI Practice

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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

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The Journal of Financial Data Science

Vol. 4, Issue 3

Summer 2022

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Neural Embeddings of Financial Time-Series Data