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Financial time series forecasting with multi-modality graph neural network
9 references·16 citing·50 second hop
Financial time series forecasting with multi-modality graph neural network (2021)Financial time series forecasting with mu…Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Generación de series de tiemp…Stock Movement Prediction from Tweets and Historical Prices (2018)Stock Movement Prediction fro…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Modelling Financial Time Series (2007)Modelling Financial Time Seri…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Can Stock Market Forecasters Forecast? (1933)Can Stock Market Forecasters …MCI-GRU: Stock prediction model based on multi-head cross-attention and improved GRU (2025)MCI-GRU: Stock prediction mod…Stock trend prediction based on dynamic hypergraph spatio-temporal network (2024)Stock trend prediction based …Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey (2024)Integrating sentiment analysi…Data-driven stock forecasting models based on neural networks: A review (2024)Data-driven stock forecasting…Temporal-Relational hypergraph tri-Attention networks for stock trend prediction (2023)Temporal-Relational hypergrap…On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles (2023)On Forecasting Cryptocurrency…Multimodal multiscale dynamic graph convolution networks for stock price prediction (2023)Multimodal multiscale dynamic…Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading (2023)Hybrid ARMA-GARCH-Neural Netw…Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting (2023)Harnessing LLMs for Temporal …Cost Harmonization LightGBM-Based Stock Market Prediction (2023)Cost Harmonization LightGBM-B…ChatGPT Informed Graph Neural Network for Stock Movement Prediction (2023)ChatGPT Informed Graph Neural…A novel interval dual convolutional neural network method for interval-valued stock price prediction (2023)A novel interval dual convolu…Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction (2022)Temporal and Heterogeneous Gr…ML-GAT:A Multilevel Graph Attention Model for Stock Prediction (2022)ML-GAT:A Multilevel Graph Att…An ensemble of a boosted hybrid of deep learning models and technical analysis for forecasting stock prices (2022)An ensemble of a boosted hybr…A stock time series forecasting approach incorporating candlestick patterns and sequence similarity (2022)A stock time series forecasti…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Designing a neural network for forecasting financial and economic time series (1996)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using independent component analysis and support vector regression (2009)Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)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)Smoothing, Forecasting and Prediction of Discrete Time Series. 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this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,463 cited
  • 2007Modelling Financial Time Series1,415 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio946 cited
  • 1933Can Stock Market Forecasters Forecast?727 cited
  • 2018Stock Movement Prediction from Tweets and Historical Prices433 cited

Cited by

  • 2022Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction134 cited
  • 2024Data-driven stock forecasting models based on neural networks: A review120 cited
  • 2022An ensemble of a boosted hybrid of deep learning models and technical analysis for forecasting stock prices108 cited
  • 2023On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles94 cited
  • 2023Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting

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82 cited
  • 2024Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey70 cited
  • 2023Temporal-Relational hypergraph tri-Attention networks for stock trend prediction63 cited
  • 2022ML-GAT:A Multilevel Graph Attention Model for Stock Prediction57 cited
  • 2023A novel interval dual convolutional neural network method for interval-valued stock price prediction57 cited
  • 2023ChatGPT Informed Graph Neural Network for Stock Movement Prediction56 cited
  • 2022A stock time series forecasting approach incorporating candlestick patterns and sequence similarity49 cited
  • 2023Cost Harmonization LightGBM-Based Stock Market Prediction41 cited
  • 2023Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading37 cited
  • 2023Multimodal multiscale dynamic graph convolution networks for stock price prediction33 cited
  • 2024Stock trend prediction based on dynamic hypergraph spatio-temporal network33 cited
  • 2025MCI-GRU: Stock prediction model based on multi-head cross-attention and improved GRU33 cited