Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts-Reference-Cited by-同舟云学术

Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts

Published:2021-08-14 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining
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Author:

Yoo Jaemin¹,Soun Yejun²,Park Yong-chan¹,Kang U²

Affiliation:

1. Seoul National University, Seoul, South Korea

2. Seoul National University & DeepTrade Inc., Seoul, South Korea

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3447548.3467297

Reference35 articles.

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2. Clustering and Regression Techniques for Stock Prediction

3. Defu Cao Yujing Wang Juanyong Duan Ce Zhang Xia Zhu Congrui Huang Yunhai Tong Bixiong Xu Jing Bai Jie Tong and Qi Zhang. 2020. Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting. In NeurIPS. Defu Cao Yujing Wang Juanyong Duan Ce Zhang Xia Zhu Congrui Huang Yunhai Tong Bixiong Xu Jing Bai Jie Tong and Qi Zhang. 2020. Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting. In NeurIPS.

4. Chi Chen Li Zhao Jiang Bian Chunxiao Xing and Tie-Yan Liu. 2019. Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction. In KDD. Chi Chen Li Zhao Jiang Bian Chunxiao Xing and Tie-Yan Liu. 2019. Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction. In KDD.

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