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NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction

Author

Listed:
  • Yingjie Niu
  • Mingchuan Zhao
  • Valerio Poti
  • Ruihai Dong

Abstract

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of relational information are obscured by limitations in downstream task designs; (2) Existing graph models specifically designed for stock prediction often suffer from excessive complexity and poor generalization; (3) Experience-based construction of corporate relationship graphs lacks effective comparison of different graph structures. To address these limitations, we propose a long-term stock prediction task and develop a Node-level Graph Attention Network (NGAT) specifically tailored for corporate relationship graphs. Furthermore, we experimentally demonstrate the limitations of existing graph comparison methods based on model downstream task performance. Experimental results across two datasets consistently demonstrate the effectiveness of our proposed task and model. The project is publicly available on GitHub to encourage reproducibility and future research.

Suggested Citation

  • Yingjie Niu & Mingchuan Zhao & Valerio Poti & Ruihai Dong, 2025. "NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction," Papers 2507.02018, arXiv.org.
  • Handle: RePEc:arx:papers:2507.02018
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    File URL: http://arxiv.org/pdf/2507.02018
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    References listed on IDEAS

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    4. Luca Di Persio & Matteo Garbelli & Kai Wallbaum, 2021. "Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis," Risks, MDPI, vol. 9(2), pages 1-16, February.
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