Niu, Yingjie, Zhao, Mingchuan, Poti, Valario
ORCID: 0000-0003-1156-5616 and Dong, Ruihai
(2025)
NGAT: A Node-Level Graph Attention Network for Long-Term Stock Prediction.
In: Senn, Walter et al., (ed.)
Artificial Neural Networks and Machine Learning – ICANN 2025 34th International Conference on Artificial Neural Networks Kaunas, Lithuania, September 9–12, 2025 Proceedings.
ICANN 2025, IV
.
Springer, Switzerland, pp. 204-215.
ISBN 1611-3349
Abstract
Graph representation learning methods have been widely
adopted in financial applications to enhance company representations
by leveraging inter-firm relationships. However, current approaches face
three key challenges: (1) The advantages of relational information are
obscured by limitations in downstream task designs; (2) Existing graph
models specifically designed for stock prediction often suffer from excessive complexity and poor generalization; (3) Experience-based construction of corporate relationship graphs lacks effective comparison of different graph structures. To address these limitations, we propose a longterm stock prediction task and develop a Node-level Graph Attention
Network (NGAT) specifically tailored for corporate relationship graphs.
Furthermore, we experimentally demonstrate the limitations of existing graph comparison methods based on model downstream task performance. Experimental results across two datasets consistently demonstrate the effectiveness of our proposed task and model
Metadata
| Item Type: | Book Section |
|---|---|
| Refereed: | Yes |
| Uncontrolled Keywords: | Graph Neural Network; Stock Prediction |
| Subjects: | Computer Science > Computer engineering Computer Science > Computer networks Computer Science > Computer software |
| DCU Faculties and Centres: | DCU Faculties and Schools > Faculty of Science and Health DCU Faculties and Schools > Faculty of Science and Health > School of Mathematical Sciences |
| Publisher: | Springer |
| Official URL: | https://link.springer.com/book/10.1007/978-3-032-0... |
| Copyright Information: | Authors |
| ID Code: | 31733 |
| Deposited On: | 28 Oct 2025 12:25 by Gordon Kennedy . Last Modified 28 Oct 2025 12:25 |
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