Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction
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References listed on IDEAS
- Kewei Hou, 2007. "Industry Information Diffusion and the Lead-lag Effect in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1113-1138.
- Ming‐Hsuan Lee & Tou‐Chin Tsai & Jau‐er Chen & Mon‐Chi Lio, 2019. "Can Information And Communication Technology Improve Stock Market Efficiency? A Cross‐Country Study," Bulletin of Economic Research, Wiley Blackwell, vol. 71(2), pages 113-135, April.
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Cited by:
- Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge, 2023. "Higher-order Graph Attention Network for Stock Selection with Joint Analysis," Papers 2306.15526, arXiv.org.
- Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua, 2023. "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction," Papers 2309.00073, arXiv.org, revised Oct 2023.
- Wai Khuen Cheng & Khean Thye Bea & Steven Mun Hong Leow & Jireh Yi-Le Chan & Zeng-Wei Hong & Yen-Lin Chen, 2022. "A Review of Sentiment, Semantic and Event-Extraction-Based Approaches in Stock Forecasting," Mathematics, MDPI, vol. 10(14), pages 1-20, July.
- Yu Zhao & Huaming Du & Ying Liu & Shaopeng Wei & Xingyan Chen & Fuzhen Zhuang & Qing Li & Ji Liu & Gang Kou, 2022. "Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks," Papers 2201.04965, arXiv.org, revised Jan 2022.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2020-06-08 (Big Data)
- NEP-CMP-2020-06-08 (Computational Economics)
- NEP-NET-2020-06-08 (Network Economics)
- NEP-RMG-2020-06-08 (Risk Management)
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