timvvvht / hkex-announcement-classifier Goto Github PK
View Code? Open in Web Editor NEWA project on data exploration, analysis and using a neural network to classify disclosure announcements submitted by listed companies on the Hong Kong Stock Exchange (HKEx). Neural network architectures used in testing included bidirectional RNN and transformer, the latter of which outperforms the former, with far less computational demand.
Home Page: https://github.com/timvvvht/HKEX-Announcement-Classifier