Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions

DOI10.1287/ijoc.2022.1172OpenAlexW4214719589MaRDI QIDQ5106393

Daniel D. Zeng, Hu Tian, Kang Zhao, Xiaolong Zheng, Maggie Wenjing Liu

Publication date: 19 September 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2022.1172

zbMATH Keywords

business intelligencedeep learningpredictive modelsgraph representation learning

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• Adam
• node2vec
• DeepWalk

Cites Work

• Unnamed Item
• Unnamed Item
• The effect of imbalanced data sets on LDA: a theoretical and empirical analysis
• Robust asset allocation
• Discovery of Periodic Patterns in Sequence Data: A Variance-Based Approach
• A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance
• High-frequency cross-correlation in a set of stocks
• A Scalable Algorithm for Sparse Portfolio Selection
• Pairs trading

This page was built for publication: Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions