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• W4292761057 startingPage "e1057" @default.
• W4292761057 abstract "Most stock price predictive models merely rely on the target stock’s historical information to forecast future prices, where the linkage effects between stocks are neglected. However, a group of prior studies has shown that the leverage of correlations between stocks could significantly improve the predictions. This article proposes a unified time-series relational multi-factor model (TRMF), which composes a self-generating relations (SGR) algorithm that can extract relational features automatically. In addition, the TRMF model integrates stock relations with other multiple dimensional features for the price prediction compared to extant works. Experimental validations are performed on the NYSE and NASDAQ data, where the model is compared with the popular methods such as attention Long Short-Term Memory network (Attn-LSTM), Support Vector Regression (SVR), and multi-factor framework (MF). Results show that compared with these extant methods, our model has a higher expected cumulative return rate and a lower risk of return volatility." @default.
• W4292761057 created "2022-08-23" @default.
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• W4292761057 date "2022-08-11" @default.
• W4292761057 modified "2023-10-01" @default.
• W4292761057 title "GCN-based stock relations analysis for stock market prediction" @default.
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• W4292761057 doi "https://doi.org/10.7717/peerj-cs.1057" @default.
• W4292761057 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/36092004" @default.
• W4292761057 hasPublicationYear "2022" @default.
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