Causality-driven multivariate stock movement forecasting.

Our study aims to investigate the interdependence between international stock markets and sentiments from financial news in stock forecasting. We adopt the Temporal Fusion Transformers (TFT) to incorporate intra and inter-market correlations and the interaction between the information flow, i.e.

SVRG-MKL: A Fast and Scalable Multiple Kernel Learning Solution for Features Combination in Multi-Class Classification Problems.

In this paper, we present a novel strategy to combine a set of compact descriptors to leverage an associated recognition task. We formulate the problem from a multiple kernel learning (MKL) perspective and solve it following a stochastic variance reduced gradient (SVRG) approach to address its scalability, currently an open issue. MKL models are ideal candidates to jointly learn the optimal combination of features along with its associated predictor.