Deep Prediction of Investor Interest: a Supervised Clustering Approach

Code

• github.com/BptBrr/deep_prediction
  OfficialIn papertf★ 0

Abstract

We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clustering and modelling at the same time. We first verify its superior performance on a synthetic scenario inspired by real data and then apply it to two real-world databases, a publicly available dataset about the position of investors in Spanish stock market and proprietary data from BNP Paribas Corporate and Institutional Banking.

Tasks

Reproductions