HATS selectively aggregates corporate-relation information and is reported to outperform its stated baselines for stock and index movement prediction, with caveats about experimental rigor.
Stock return pre- dictability and variancerisk premia: statistical inference and interna- tional evidence
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HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
HATS selectively aggregates corporate-relation information and is reported to outperform its stated baselines for stock and index movement prediction, with caveats about experimental rigor.