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HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

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arxiv 2110.13716 v2 pith:GUU7RVQX submitted 2021-10-26 q-fin.ST cs.LG

classification q-fin.STcs.LG
keywords stockconceptsforecastinginformationframeworksharedtrendstocks
verification ladder T0 review T1 audit T2 compute T3 formal
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Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently proposed to mine the shared information through stock concepts (e.g., technology, Internet Retail) extracted from the Web to improve the forecasting results. However, previous work assumes the connections between stocks and concepts are stationary, and neglects the dynamic relevance between stocks and concepts, limiting the forecasting results. Moreover, existing methods overlook the invaluable shared information carried by hidden concepts, which measure stocks' commonness beyond the manually defined stock concepts. To overcome the shortcomings of previous work, we proposed a novel stock trend forecasting framework that can adequately mine the concept-oriented shared information from predefined concepts and hidden concepts. The proposed framework simultaneously utilize the stock's shared information and individual information to improve the stock trend forecasting performance. Experimental results on the real-world tasks demonstrate the efficiency of our framework on stock trend forecasting. The investment simulation shows that our framework can achieve a higher investment return than the baselines.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Cognitive Alpha Mining via LLM-Driven Code-Based Evolution

    cs.CL 2025-11 unverdicted novelty 7.0 of 10

    CogAlpha combines LLM reasoning with code-level evolutionary search to discover financial alphas that show higher predictive accuracy and generalization than prior methods on five stock datasets.

  2. FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

    q-fin.ST 2025-02 reject novelty 6.0 of 10

    FactorGCL combines a hypergraph neural network with a cross-temporal contrastive loss to mine hidden factors for stock return prediction, reporting SOTA IC/ICIR on China A-shares.

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