NGAT, a graph attention network with node-specific attention parameters, improves long-term return and volatility forecasts over LSTM and GAT baselines on the SPNews and ACL2018 datasets.
Journal of Financial Econometrics7(2), 174–196 (2009)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.ST 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction
NGAT, a graph attention network with node-specific attention parameters, improves long-term return and volatility forecasts over LSTM and GAT baselines on the SPNews and ACL2018 datasets.