MSGraph: Modeling multi-scale K-line sequences with graph attention network for profitable indices recommendation

MSGraph: Modeling multi-scale K-line sequences with graph attention network for profitable indices recommendation

Indices recommendation is a long-standing topic in stock market investment. Predicting the future trends of indices and ranking them based on the prediction results is the main scheme for indices recommendation. How to improve the forecasting performance is the central issue of this study. Inspired...

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Bibliographic Details
Main Authors:	Changhai Wang, Jiaxi Ren, Hui Liang
Format:	Article
Language:	English
Published:	AIMS Press 2023-03-01
Series:	Electronic Research Archive
Subjects:	indices recommendation chinese stock market graph attention network indices ranking dynamic time warping
Online Access:	https://www.aimspress.com/article/doi/10.3934/era.2023133?viewType=HTML

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