Measuring Financial Time Series Similarity with a View to Identifying Profitable Stock Market Opportunities. - Rian Dolphin; Barry Smyth; Yang Xu; Ruihai Dong (ICCBR, 2021)

A Machine Learning Approach to Industry Classification in Financial Markets. - Rian Dolphin; Barry Smyth; Ruihai Dong (AICS, 2022)

Stock Embeddings: Learning Distributed Representations for Financial Assets. - Rian Dolphin; Barry Smyth; Ruihai Dong (CoRR, 2022)

A Case-Based Reasoning Approach to Company Sector Classification Using a Novel Time-Series Case Representation. - Rian Dolphin; Barry Smyth; Ruihai Dong (ICCBR, 2023)

Industry Classification Using a Novel Financial Time-Series Case Representation. - Rian Dolphin; Barry Smyth; Ruihai Dong (CoRR, 2023)

Contrastive Learning of Asset Embeddings from Financial Time Series. - Rian Dolphin; Barry Smyth; Ruihai Dong (ICAIF, 2024)

Evaluating Financial Relational Graphs: Interpretation Before Prediction. - Yingjie Niu; Lanxin Lu; Rian Dolphin; Valerio Potì; Ruihai Dong (ICAIF, 2024)

Extracting Structured Insights from Financial News: An Augmented LLM Driven Approach. - Rian Dolphin; Joe Dursun; Jonathan Chow; Jarrett Blankenship; Katie Adams; Quinton Pike (CoRR, 2024)