Predicting Price-Limit-Hitting Stocks with Hierarchical Graph Neural Network

Author:

Gao Jianliang1,Xu Cong1,Huang Huiling1,Ying Xiaoting1,Li Zhao2,Zhang Peng3,Xiao Jie4,Zhang Jiarun5,Luo Jiangjian6

Affiliation:

1. Central South University, China

2. Alibaba-Zhejiang University Joint Research Institute of Frontier Technologies, China

3. Guangzhou University, China

4. Hangzhou Yugu Technology Co.,Ltd., China

5. University of California San Diego, United States

6. Zhejiang Chika Internet Technology Co.,Ltd., China

Publisher

ACM

Reference24 articles.

1. Daily price limits and destructive market behavior;Chen Ting;Journal of Econometrics,2019

2. Tianqi Chen and Carlos Guestrin . 2016 . Xgboost: a scalable tree boosting system . In Proceedings of ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. 785–794 . Tianqi Chen and Carlos Guestrin. 2016. Xgboost: a scalable tree boosting system. In Proceedings of ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. 785–794.

3. Yingmei Chen , Zhongyu Wei , and Xuanjing Huang . 2018 . Incorporating corporation relationship via graph convolutional neural networks for stock price prediction . In Proceedings of ACM International Conference on Information and Knowledge Management. 1655–1658 . Yingmei Chen, Zhongyu Wei, and Xuanjing Huang. 2018. Incorporating corporation relationship via graph convolutional neural networks for stock price prediction. In Proceedings of ACM International Conference on Information and Knowledge Management. 1655–1658.

4. Qianggang Ding , Sifan Wu , Hao Sun , Jiadong Guo , and Jian Guo . 2020 . Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction . In Proceedings of International Joint Conference on Artificial Intelligence. 4640–4646 . Qianggang Ding, Sifan Wu, Hao Sun, Jiadong Guo, and Jian Guo. 2020. Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction. In Proceedings of International Joint Conference on Artificial Intelligence. 4640–4646.

5. Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , and Tat-Seng Chua . 2019 . Enhancing stock movement prediction with adversarial training . In Proceedings of International Joint Conference on Artificial Intelligence. 5843–5849 . Fuli Feng, Huimin Chen, Xiangnan He, Ji Ding, Maosong Sun, and Tat-Seng Chua. 2019. Enhancing stock movement prediction with adversarial training. In Proceedings of International Joint Conference on Artificial Intelligence. 5843–5849.

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