Financial time series forecasting with multi-modality graph neural network

Financial time series analysis plays a central role in hedging market risks and optimizing investment decisions. This is a challenging task as the problems are always accompanied by multi-modality streams and lead-lag effects. For example, the price movements of stock are reflections of complicated...

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Vydáno v:	Pattern recognition Ročník 121; s. 108218
Hlavní autoři:	Cheng, Dawei, Yang, Fangzhou, Xiang, Sheng, Liu, Jin
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.01.2022
Témata:	Deep learning Graph attention Graph neural network Quantitative investment Deep learning Quantitative investment Graph attention Graph neural network
ISSN:	0031-3203, 1873-5142
On-line přístup:	Získat plný text
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