A dynamic hypergraph attention network: Capturing market-wide spatiotemporal dependencies for stock selection

Open Webpage

Zhipeng Liu, Peibo Duan, Xiaosha Xue, Changsheng Zhang, Wenwei Yue, Bin Zhang

Published: 01 Jan 2025, Last Modified: 12 Jun 2025Appl. Soft Comput. 2025EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Considering stock-specific and market-wide information on spatiotemporal patterns.•Proposing an att-MGRU to capture market-wide temporal dependencies.•Proposing an att-MHGNN to capture market-wide relational dependencies.