Stock Movement Prediction Based on Bi-typed and Hybrid-relational Market Knowledge Graph via Dual Attention Networks. (arXiv:2201.04965v1 [q-fin.ST])

Stock Movement Prediction (SMP) aims at predicting listed companies' stock
future price trend, which is a challenging task due to the volatile nature of
financial markets. Recent financial studies show that the momentum spillover
effect plays a significant role in stock fluctuation. However, previous studies
typically only learn the simple connection information among related companies,
which inevitably fail to model complex relations of listed companies in the
real financial market. To address this issue, we first construct a more
comprehensive …

arxiv attention bi graph hybrid knowledge graph networks prediction