Stock trend prediction based on dynamic hypergraph spatio-temporal network

Sihao Liao, Liang Xie, Yuanchuang Du, Shengshuang Chen, Hongyang Wan, Haijiao Xu

Abstract: Highlights•Constructing a dynamic hypergraph module for spatio-temporal stock embedding.•Designing an industry relations aggregator to capture the impact of stock industry.•Fusing static and dynamic stock relations to predict stock trend.