Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

arXiv:2108.00480 · q-fin.CP, cs.CL, cs.LG · Submitted 2021-08-01 · Read on arXiv

q-fin.CP, cs.CL, cs.LG

Submitted: 2021-08-01

Updated: 2026-08-31

Terminology

• Benchmark — 92× in this paper · explained in 2 episodes
• Embeddings — 73× in this paper · explained in 2 episodes
• Shapley values — 14× in this paper · explained in 2 episodes
• Robustness — 12× in this paper · explained in 5 episodes
• Accuracy — 11× in this paper · explained in 1 episode
• Explainability — 7× in this paper · explained in 3 episodes
• Loss Function — 7× in this paper · explained in 2 episodes
• Core — 4× in this paper · explained in 2 episodes
• Clustering — 3× in this paper · explained in 2 episodes
• Convolutional Neural Network — 3× in this paper
• Fully Connected Neural Network — 3× in this paper
• Interpretability — 3× in this paper · explained in 15 episodes
• Actor — 2× in this paper · explained in 3 episodes
• Adam — 2× in this paper · explained in 2 episodes
• Aggregation — 2× in this paper · explained in 1 episode
• Calibration — 2× in this paper · explained in 7 episodes
• Consistency — 2× in this paper · explained in 3 episodes
• Ensemble Approach — 2× in this paper · explained in 3 episodes
• SHAP values — 2× in this paper · explained in 2 episodes
• Activation Function — 1× in this paper · explained in 1 episode
• Additivity — 1× in this paper · explained in 1 episode
• Benchmarking — 1× in this paper · explained in 3 episodes
• Explainable AI (XAI) — 1× in this paper · explained in 7 episodes
• Feature Extraction — 1× in this paper · explained in 2 episodes
• Large Language Models (LLMs) — 1× in this paper · explained in 6 episodes
• Loughran and McDonald — 1× in this paper
• Objective Function — 1× in this paper · explained in 2 episodes
• Principal Component Analysis (PCA) — 1× in this paper · explained in 4 episodes
• Redundancy — 1× in this paper · explained in 2 episodes
• Selection Bias — 1× in this paper · explained in 4 episodes
• Trace — 1× in this paper · explained in 2 episodes
• Unified Framework — 1× in this paper · explained in 5 episodes

Sources

• Convolutional Neural Networks for Sentence Classification
• Adam: A Method for Stochastic Optimization
• Efficient Estimation of Word Representations in Vector Space
• SHAP values for Explaining CNN-based Text Classification Models

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