Rian Dolphin

I am currently a Research Scientist at Amazon using stats and ML to improve monitoring of the AWS network.

Previously, I completed my PhD at the intersection of machine learning and quantitative finance. In particular, I worked on developing methods to learn meaningful representations of financial assets that can capture complex relationships and temporal dynamics. This includes work on contrastive learning approaches for financial time series data, multimodal embeddings combining price and textual data, and using large language models to structure financial information.

Publications

Evaluating Financial Relational Graphs: Interpretation Before Prediction

Evaluating Financial Relational Graphs: Interpretation Before Prediction

Yingjie Niu, Lanxin Lu, Rian Dolphin, Valerio Potì, Ruihai Dong

International Conference on AI in Finance 2024

Contrastive Learning of Asset Embeddings from Financial Time Series

Contrastive Learning of Asset Embeddings from Financial Time Series

Rian Dolphin, Barry Smyth, Ruihai Dong

International Conference on AI in Finance 2024

Extracting Structured Insights from Financial News: An Augmented LLM Driven Approach

Extracting Structured Insights from Financial News: An Augmented LLM Driven Approach

Rian Dolphin, Joe Dursun, Jonathan Chow, Jarrett Blankenship, Katie Adams, Quinton Pike

arXiv.org 2024

Stock Embeddings: Representation Learning for Financial Time Series

Rian Dolphin, B. Smyth, Ruihai Dong

ITISE 2023 2023

Industry Classification Using a Novel Financial Time-Series Case Representation

Industry Classification Using a Novel Financial Time-Series Case Representation

Rian Dolphin, B. Smyth, Ruihai Dong

arXiv.org 2023

A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets

A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets

Rian Dolphin, B. Smyth, Ruihai Dong

Stock Embeddings: Learning Distributed Representations for Financial Assets

Stock Embeddings: Learning Distributed Representations for Financial Assets

Rian Dolphin, B. Smyth, Ruihai Dong

arXiv.org 2022

Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities

Rian Dolphin, B. Smyth, Yang Xu, Ruihai Dong

International Conference on Case-Based Reasoning 2021

A Case-Based Reasoning Approach to Company Sector Classification Using a Novel Time-Series Case Representation

Rian Dolphin, B. Smyth, Ruihai Dong

International Conference on Case-Based Reasoning 2023

A Machine Learning Approach to Industry Classification in Financial Markets

Rian Dolphin, B. Smyth, Ruihai Dong

Irish Conference on Artificial Intelligence and Cognitive Science 2022