# Deep Learning for Event-Driven Stock Prediction

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QIANG LIU,
PAN LI,
WENTAO ZHAO,
WEI CAI,
SHUI YU 3,
VICTOR C. M. LEUNG
published in : IJCAI 2015
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網路資源:
[基于文本事件的股价预测（2）](https://blog.csdn.net/ARPOSPF/article/details/84997220)
[Neural Tensor Layer](https://www.twblogs.net/a/5c3a133bbd9eee35b3a5f2f1)
[word2vec](https://tengyuanchang.medium.com/%E8%AE%93%E9%9B%BB%E8%85%A6%E8%81%BD%E6%87%82%E4%BA%BA%E8%A9%B1-%E7%90%86%E8%A7%A3-nlp-%E9%87%8D%E8%A6%81%E6%8A%80%E8%A1%93-word2vec-%E7%9A%84-skip-gram-%E6%A8%A1%E5%9E%8B-73d0239ad698)
[超爽Der 論文中文版](https://github.com/zhongzhh8/PaperReading/blob/master/%E8%AE%BA%E6%96%87%E9%98%85%E8%AF%BB%E7%AC%94%E8%AE%B0Deep%20learning%20for%20event-driven%20stock%20prediction.pdf)
[NLP 筆記 – Negative Sampling](https://python5566.wordpress.com/2018/03/17/nlp-%E7%AD%86%E8%A8%98-negative-sampling/)
[NLP 筆記 – Skip-Gram Model](https://python5566.wordpress.com/2018/03/17/nlp-%e7%ad%86%e8%a8%98-skip-gram-model/)
[論文解釋](https://www.cnblogs.com/gcter/p/10698365.html)

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簡報連結:
https://docs.google.com/presentation/d/1w2ciZoKyoTdqC1DSi3kpUhvbz3Be7a9bmsP7mtVAzBc/edit?usp=sharing
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整份備忘:
1.
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