Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis
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References listed on IDEAS
- Fuli Feng & Xiangnan He & Xiang Wang & Cheng Luo & Yiqun Liu & Tat-Seng Chua, 2018. "Temporal Relational Ranking for Stock Prediction," Papers 1809.09441, arXiv.org, revised Jan 2019.
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Cited by:
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- Edward Turner, 2021. "Graph Auto-Encoders for Financial Clustering," Papers 2111.13519, arXiv.org, revised Dec 2021.
- Yuanrong Wang & Tomaso Aste, 2022. "Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series," Papers 2203.03991, arXiv.org.
- Pei-Fen Tsai & Cheng-Han Gao & Shyan-Ming Yuan, 2023. "Stock Selection Using Machine Learning Based on Financial Ratios," Mathematics, MDPI, vol. 11(23), pages 1-18, November.
- Wentao Xu & Weiqing Liu & Chang Xu & Jiang Bian & Jian Yin & Tie-Yan Liu, 2021. "REST: Relational Event-driven Stock Trend Forecasting," Papers 2102.07372, arXiv.org, revised Feb 2021.
- Jianian Wang & Sheng Zhang & Yanghua Xiao & Rui Song, 2021. "A Review on Graph Neural Network Methods in Financial Applications," Papers 2111.15367, arXiv.org, revised Apr 2022.
- Jinan Zou & Qingying Zhao & Yang Jiao & Haiyao Cao & Yanxi Liu & Qingsen Yan & Ehsan Abbasnejad & Lingqiao Liu & Javen Qinfeng Shi, 2022. "Stock Market Prediction via Deep Learning Techniques: A Survey," Papers 2212.12717, arXiv.org, revised Feb 2023.
- Xianchao Wu, 2020. "Event-Driven Learning of Systematic Behaviours in Stock Markets," Papers 2010.15586, arXiv.org.
- Dragos Gorduza & Xiaowen Dong & Stefan Zohren, 2022. "Understanding stock market instability via graph auto-encoders," Papers 2212.04974, arXiv.org.
- Wentao Xu & Weiqing Liu & Lewen Wang & Yingce Xia & Jiang Bian & Jian Yin & Tie-Yan Liu, 2021. "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information," Papers 2110.13716, arXiv.org, revised Jan 2022.
- Zikai Wei & Bo Dai & Dahua Lin, 2023. "E2EAI: End-to-End Deep Learning Framework for Active Investing," Papers 2305.16364, arXiv.org.
- Rohitash Chandra & Yixuan He, 2021. "Bayesian neural networks for stock price forecasting before and during COVID-19 pandemic," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-32, July.
- Mittal, Varun & Schaposnik, Laura, 2022. "Housing market forecasts via stock market indicators," MPRA Paper 115009, University Library of Munich, Germany.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2019-10-07 (Big Data)
- NEP-CMP-2019-10-07 (Computational Economics)
- NEP-FOR-2019-10-07 (Forecasting)
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