Papers › Deep Prediction of Investor Interest: a Supervised Clustering Approach

Deep Prediction of Investor Interest: a Supervised Clustering Approach

11 Sep 2019arXiv:1909.05289archive 2025-07-28

Baptiste Barreau, Laurent Carlier, Damien Challet

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.

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