Stock Selection via Spatiotemporal Hypergraph Attention ...

We formulate stock prediction as a learning to rank problem. Let S= fs 1;s 2;:::;s Ngdenote the set of Nstocks, where for each stock s i 2Son trading day t, there is an associ-ated closing price ptand a 1-day return ratio rt i = pt pt 1 pt 1. On any given trading day t, there exists an optimal ranking Y t= fy 1 >y t 2 >y N gof the stocks, such ... ................
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