Finance AI papers

This is a reposiory to share interesting FinTech paper, Github projects and research groups.

Survey Papers

1. AI in Finance: A Review. Longbing Cao SSRN. 2020. [paper]

Finance AI papers with NLP

1. Finbert: Financial sentiment analysis with pre-trained language models. Dogu Araci Thesis of University of Amsterdam. 2019. [paper] [Github code] (This code is provided by Huggingface.)
2. FinBERT: A Pre-trained Financial Language Representation Model for Financial Text Mining. Zhuang Liu,Degen Huang, Kaiyu Huang,Zhuang Li,Jun Zhao. IJCAI 2020, [paper]
3. Text Mining of Stocktwits Data for Predicting Stock Prices. Mukul Jaggi, Priyanka Mandal, Shreya Narang, Usman Naseem and Matloob Khushi. Applied System Innovation. 2021 [paper]
4. Mining Evidences for Concept Stock Recommendation. Qi Liu and Yue Zhang. NAACL 2018. [paper]
5. Sentiment analysis on social media for stock movement prediction. Thien Hai Nguyen et al. Expert Systems With Applications 2015. [paper]

Finance AI papers with Deep Learning

1. FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. Xiao-Yang Liu et al SSRN. 2021. [paper]
2. Enhancing Stock Movement Prediction with Adversarial Training. Fuli Feng et al IJCAI. 2019. [paper]
3. FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance. Zechu Li et al ACM International Conference on AI in Finance. 2021. [paper]
4. Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction. Liu Ziyin et al [paper]
5. Deep learning for financial applications : A survey. Ahmet MuratOzbayoglu et al [paper]

Finance AI for Risk Accessment

1. Multimodal deep learning for short-term stock volatility prediction. [paper]

Finance AI with Quantum Computing

1. Quantum Machine Learning for Finance. (From JPMorgan Future Lab) [paper]

Econometric with Machine Learning

1. Machine Learning: An Applied Econometric Approach. Sendhil Mullainathan and Jann Spiess. [paper]
2. Qlib : An AI-oriented Quantitative Investment Platform. (From Microsoft Research) Xiao Yang et. al. [paper]; [Github]