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HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
15 references·16 citing·42 second hop
HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction (2019)HATS: A Hierarchical Graph Attention Netw…Temporal Relational Ranking for Stock Prediction (2019)Temporal Relational Ranking f…Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction (2018)Incorporating Corporation Rel…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…Stock return forecasting: Some new evidence (2015)Stock return forecasting: Som…Wikidata (2014)WikidataStock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence (2014)Stock Return Predictability a…Recurrent neural network and a hybrid model for prediction of stock returns (2014)Recurrent neural network and …Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…News impact on stock price return via sentiment analysis (2014)News impact on stock price re…Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Comparison of ARIMA and Artif…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Computational learning techniques for intraday FX trading using popular technical indicators (2001)Computational learning techni…Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey (2024)Integrating sentiment analysi…CI-STHPAN: Pre-trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph (2024)CI-STHPAN: Pre-trained Attent…A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting (2024)A Systematic Review on Graph …Hybrid Information Mixing Module for Stock Movement Prediction (2023)Hybrid Information Mixing Mod…A knowledge graph–GCN–community detection integrated model for large-scale stock price prediction (2023)A knowledge graph–GCN–communi…Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks (2022)Stock Movement Prediction Bas…Multivariate Realized Volatility Forecasting with Graph Neural Network (2022)Multivariate Realized Volatil…ML-GAT:A Multilevel Graph Attention Model for Stock Prediction (2022)ML-GAT:A Multilevel Graph Att…Generation of Realistic Synthetic Financial Time-series (2022)Generation of Realistic Synth…GCNET: Graph-based prediction of stock price movement using graph convolutional network (2022)GCNET: Graph-based prediction…Adaptive Long-Short Pattern Transformer for Stock Investment Selection (2022)Adaptive Long-Short Pattern T…FinGAT: Financial Graph Attention Networks for Recommending Top-K Profitable Stocks (2021)FinGAT: Financial Graph Atten…Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading (2021)Exploring the Scale-Free Natu…Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting (2020)Spatiotemporal Hypergraph Con…Multimodal Multi-Task Financial Risk Forecasting (2020)Multimodal Multi-Task Financi…Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis (2019)Exploring Graph Neural Networ…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Natural language based financial forecasting: a survey (2017)Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Forecasting with artificial neural networks: (1998)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)A systematic review of fundamental and technical analysis of stock market predictions (2019)A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction (2021)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Evaluating multiple classifiers for stock price direction prediction (2015)Sentiment analysis on social media for stock movement prediction (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Investor psychology in capital markets: evidence and policy implications (2002)Short-Sale Strategies and Return Predictability (2008)Short Selling and the Price Discovery Process (2012)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Applications of deep learning in stock market prediction: Recent progress (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)On Persistence in Mutual Fund Performance (1997)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Textual analysis of stock market prediction using breaking financial news (2009)Enhancing Stock Movement Prediction with Adversarial Training (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Transformer-based attention network for stock movement prediction (2022)Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network (2019)Algorithmic Amplification of Politics on Twitter (2021)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)
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References

  • 2011Twitter mood predicts the stock market5,204 cited
  • 2014Wikidata3,366 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,159 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2014Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction579 cited
  • 2019Temporal Relational Ranking for Stock Prediction551 cited
  • 2014News impact on stock price return via sentiment analysis506 cited
  • 2014Recurrent neural network and a hybrid model for prediction of stock returns506 cited
  • 2014Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence275 cited
  • 2018Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction253 cited
  • 2015Stock return forecasting: Some new evidence217 cited
  • 2001

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Computational learning techniques for intraday FX trading using popular technical indicators
167 cited

Cited by

  • 2021FinGAT: Financial Graph Attention Networks for Recommending Top-K Profitable Stocks82 cited
  • 2022Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks79 cited
  • 2020Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting77 cited
  • 2024Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey70 cited
  • 2019Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis66 cited
  • 2020Multimodal Multi-Task Financial Risk Forecasting63 cited
  • 2022GCNET: Graph-based prediction of stock price movement using graph convolutional network59 cited
  • 2022ML-GAT:A Multilevel Graph Attention Model for Stock Prediction57 cited
  • 2022Adaptive Long-Short Pattern Transformer for Stock Investment Selection56 cited
  • 2024A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting48 cited
  • 2024CI-STHPAN: Pre-trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph47 cited
  • 2022Generation of Realistic Synthetic Financial Time-series45 cited
  • 2023Hybrid Information Mixing Module for Stock Movement Prediction45 cited
  • 2023A knowledge graph–GCN–community detection integrated model for large-scale stock price prediction43 cited
  • 2021Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading43 cited
  • 2022Multivariate Realized Volatility Forecasting with Graph Neural Network31 cited