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Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts
11 references·12 citing·39 second hop
Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts (2021)Accurate Multivariate Stock Movement Pred…Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction (2020)Modeling the Stock Relation w…Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction (2020)Hierarchical Multi-Scale Gaus…Stock Price Prediction Using News Sentiment Analysis (2019)Stock Price Prediction Using …Enhancing Stock Movement Prediction with Adversarial Training (2019)Enhancing Stock Movement Pred…Stock Movement Prediction from Tweets and Historical Prices (2018)Stock Movement Prediction fro…Listening to Chaotic Whispers (2018)Listening to Chaotic WhispersFinancial news-based stock movement prediction using causality analysis of influence in the Korean stock market (2018)Financial news-based stock mo…Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)Stock Price Prediction via Di…Stock market's price movement prediction with LSTM neural networks (2017)Stock market's price movement…A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction (2017)A Dual-Stage Attention-Based …Automated news reading: Stock price prediction based on financial news using context-capturing features (2013)Automated news reading: Stock…StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting (2024)StockMixer: A Simple Yet Stro…PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability (2023)PEN: Prediction-Explanation N…Multimodal multiscale dynamic graph convolution networks for stock price prediction (2023)Multimodal multiscale dynamic…MDF-DMC: A stock prediction model combining multi-view stock data features with dynamic market correlation information (2023)MDF-DMC: A stock prediction m…Incorporating stock prices and text for stock movement prediction based on information fusion (2023)Incorporating stock prices an…Hybrid Information Mixing Module for Stock Movement Prediction (2023)Hybrid Information Mixing Mod…DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting (2023)DoubleAdapt: A Meta-learning …Attention based adaptive spatial–temporal hypergraph convolutional networks for stock price trend prediction (2023)Attention based adaptive spat…MetaTrader (2022)MetaTraderInstance-based deep transfer learning with attention for stock movement prediction (2022)Instance-based deep transfer …DeepScalper (2022)DeepScalperAccurate Stock Movement Prediction with Self-supervised Learning from Sparse Noisy Tweets (2022)Accurate Stock Movement Predi…Event Studies in Economics and Finance (1997)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment (2014)Decision support from financial disclosures with deep neural networks and transfer learning (2017)A graph-based CNN-LSTM stock price prediction algorithm with leading indicators (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Applications of deep learning in stock market prediction: Recent progress (2021)A Bayesian regularized artificial neural network for stock market forecasting (2013)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Predicting stock market index using fusion of machine learning techniques (2014)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Textual analysis of stock market prediction using breaking financial news (2009)Twitter mood predicts the stock market (2011)Technical analysis and sentiment embeddings for market trend prediction (2019)Financial time series forecasting with multi-modality graph neural network (2021)A Random Walk Down Wall Street (1973)Size, value, and momentum in international stock returns (2012)Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach (2021)Deep learning for event-driven stock prediction (2015)Stock market prediction using deep learning algorithms (2021)Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction (2022)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)A Stock Price Prediction Method Based on BiLSTM and Improved Transformer (2023)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting (2019)N-BEATS: Neural basis expansion analysis for interpretable time series forecasting (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network (2019)Forecasting daily stock trend using multi-filter feature selection and deep learning (2020)A novel ensemble deep learning model for stock prediction based on stock prices and news (2021)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)S_I_LSTM: stock price prediction based on multiple data sources and sentiment analysis (2021)A Multi Parameter Forecasting for Stock Time Series Data Using LSTM and Deep Learning Model (2023)
this work references cited by second hop

References

  • 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction1,646 cited
  • 2017Stock market's price movement prediction with LSTM neural networks943 cited
  • 2017Stock Price Prediction via Discovering Multi-Frequency Trading Patterns476 cited
  • 2018Stock Movement Prediction from Tweets and Historical Prices433 cited
  • 2013Automated news reading: Stock price prediction based on financial news using context-capturing features359 cited
  • 2019Enhancing Stock Movement Prediction with Adversarial Training279 cited
  • 2018Listening to Chaotic Whispers274 cited
  • 2019Stock Price Prediction Using News Sentiment Analysis243 cited
  • 2020Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction231 cited
  • 2020Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction186 cited
  • 2018Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market154 cited

Cited by

  • 2024StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting56 cited
  • 2022MetaTrader46 cited
  • 2023Hybrid Information Mixing Module for Stock Movement Prediction45 cited

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2023
DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
41 cited
  • 2022Accurate Stock Movement Prediction with Self-supervised Learning from Sparse Noisy Tweets40 cited
  • 2023Incorporating stock prices and text for stock movement prediction based on information fusion40 cited
  • 2023PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability36 cited
  • 2023Multimodal multiscale dynamic graph convolution networks for stock price prediction33 cited
  • 2023MDF-DMC: A stock prediction model combining multi-view stock data features with dynamic market correlation information32 cited
  • 2022DeepScalper32 cited
  • 2023Attention based adaptive spatial–temporal hypergraph convolutional networks for stock price trend prediction31 cited
  • 2022Instance-based deep transfer learning with attention for stock movement prediction31 cited