{"id":"https://openalex.org/W2969677753","doi":"https://doi.org/10.48550/arxiv.1908.07999","title":"HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction","display_name":"HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction","publication_year":2019,"publication_date":"2019-08-07","ids":{"openalex":"https://openalex.org/W2969677753","doi":"https://doi.org/10.48550/arxiv.1908.07999","mag":"2969677753"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:arx:papers:1908.07999","doi":null,"is_oa":false,"landing_page_url":"http://arxiv.org/pdf/1908.07999","pdf_url":"http://arxiv.org/pdf/1908.07999","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},"volume":null,"type":"preprint","indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1908.07999","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Kim, Raehyun","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I197347611","display_name":"Korea University","ror":"https://ror.org/047dqcg40","country_code":"KR","type":"education","lineage":["https://openalex.org/I197347611"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Kim, Raehyun","raw_affiliation_strings":["Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841","institution_ids":["https://openalex.org/I197347611"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030764601","display_name":"Chan Ho So","orcid":"https://orcid.org/0000-0001-7633-1074","observed_orcids":["https://orcid.org/0000-0001-7633-1074"]},"institutions":[{"id":"https://openalex.org/I197347611","display_name":"Korea University","ror":"https://ror.org/047dqcg40","country_code":"KR","type":"education","lineage":["https://openalex.org/I197347611"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"So, Chan Ho","raw_affiliation_strings":["Interdisciplinary Graduate Program in Bioinformatics , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Interdisciplinary Graduate Program in Bioinformatics , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841","institution_ids":["https://openalex.org/I197347611"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007444423","display_name":"Minbyul Jeong","orcid":"https://orcid.org/0000-0002-1346-730X","observed_orcids":["https://orcid.org/0000-0002-1346-730X"]},"institutions":[{"id":"https://openalex.org/I197347611","display_name":"Korea University","ror":"https://ror.org/047dqcg40","country_code":"KR","type":"education","lineage":["https://openalex.org/I197347611"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jeong, Minbyul","raw_affiliation_strings":["Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841","institution_ids":["https://openalex.org/I197347611"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100320179","display_name":"Sang\u2010Hoon Lee","orcid":"https://orcid.org/0000-0001-9482-1472","observed_orcids":["https://orcid.org/0000-0001-9482-1472"]},"institutions":[{"id":"https://openalex.org/I197347611","display_name":"Korea University","ror":"https://ror.org/047dqcg40","country_code":"KR","type":"education","lineage":["https://openalex.org/I197347611"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Lee, Sanghoon","raw_affiliation_strings":["Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841","institution_ids":["https://openalex.org/I197347611"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061842716","display_name":"Jinkyu Kim","orcid":"https://orcid.org/0000-0001-6520-2074","observed_orcids":["https://orcid.org/0000-0001-6520-2074","https://orcid.org/0009-0003-3369-8169"]},"institutions":[{"id":"https://openalex.org/I197347611","display_name":"Korea University","ror":"https://ror.org/047dqcg40","country_code":"KR","type":"education","lineage":["https://openalex.org/I197347611"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Kim, Jinkyu","raw_affiliation_strings":["Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering , Korea University , 145 , Anam-ro , Seongbuk-gu , Seoul , South Korea , 02841","institution_ids":["https://openalex.org/I197347611"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076917278","display_name":"Jaewoo Kang","orcid":"https://orcid.org/0000-0001-6798-9106","observed_orcids":["https://orcid.org/0000-0001-6798-9106"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Kang, Jaewoo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":120,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11273","display_name":"Advanced Graph Neural Networks","score":0.0010000000474974513,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-price-prediction","display_name":"stock price prediction","score":0.9670000076293945},{"id":"https://openalex.org/keywords/graph-attention-networks","display_name":"graph attention networks","score":0.7350000143051147},{"id":"https://openalex.org/keywords/relational-data","display_name":"relational data","score":0.9210000038146973},{"id":"https://openalex.org/keywords/multi-relational-graphs","display_name":"multi-relational graphs","score":0.5799999833106995},{"id":"https://openalex.org/keywords/selective-aggregation","display_name":"selective aggregation","score":0.48399999737739563},{"id":"https://openalex.org/keywords/graph-classification","display_name":"graph classification","score":0.6990000009536743},{"id":"https://openalex.org/keywords/node-representation-learning","display_name":"node representation learning","score":0.5080000162124634}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.704343855381012},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6033796668052673},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5813323259353638},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.5059694647789001},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.49892210960388184},{"id":"https://openalex.org/C5655090","wikidata":"https://www.wikidata.org/wiki/Q192588","display_name":"Relational database","level":2,"score":0.41768592596054077},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3623051047325134},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3406578302383423},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.24252241849899292},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08314183354377747},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"pmh:oai:RePEc:arx:papers:1908.07999","doi":null,"is_oa":false,"landing_page_url":"http://arxiv.org/pdf/1908.07999","pdf_url":"http://arxiv.org/pdf/1908.07999","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:1908.07999","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1908.07999","pdf_url":"https://arxiv.org/pdf/1908.07999","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3121876281","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:arx:papers:1908.07999","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"doi:10.48550/arxiv.1908.07999","doi":"https://doi.org/10.48550/arxiv.1908.07999","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1908.07999","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1908.07999","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1908.07999","pdf_url":"https://arxiv.org/pdf/1908.07999","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1476348561","display_name":null,"funder_award_id":"2017R1A2A1A17069645","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"},{"id":"https://openalex.org/G5739194582","display_name":null,"funder_award_id":"2017M3C4A7065887","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"},{"id":"https://openalex.org/G6186879168","display_name":null,"funder_award_id":"NRF-2017R1A2A1A17069645","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"},{"id":"https://openalex.org/G8433063994","display_name":null,"funder_award_id":"NRF-2017M3C4A7065887","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"}],"funders":[{"id":"https://openalex.org/F4320320671","display_name":"National Research Foundation","ror":"https://ror.org/05s0g1g46"},{"id":"https://openalex.org/F4320322120","display_name":"National Research Foundation of Korea","ror":"https://ror.org/013aysd81"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W433639744","https://openalex.org/W842959368","https://openalex.org/W1965235124","https://openalex.org/W1966676388","https://openalex.org/W2025053102","https://openalex.org/W2025291942","https://openalex.org/W2058670446","https://openalex.org/W2080133951","https://openalex.org/W2119259871","https://openalex.org/W2138293190","https://openalex.org/W2171468534","https://openalex.org/W2519887557","https://openalex.org/W2575002693","https://openalex.org/W2606780347","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2743104969","https://openalex.org/W2766453196","https://openalex.org/W2786915849","https://openalex.org/W2811124557","https://openalex.org/W2893230400","https://openalex.org/W2896309423","https://openalex.org/W2939208918","https://openalex.org/W3123979895"],"related_works":["https://openalex.org/W4312437472","https://openalex.org/W4406461098","https://openalex.org/W4291653229","https://openalex.org/W4411846436","https://openalex.org/W6979228648","https://openalex.org/W4313048032","https://openalex.org/W4387468829","https://openalex.org/W3190587204","https://openalex.org/W3190827090","https://openalex.org/W4383567272"],"abstract_inverted_index":{"Many":[0],"researchers":[1],"both":[2],"in":[3,11,24,34,38,60],"academia":[4],"and":[5,157],"industry":[6],"have":[7,52,111],"long":[8],"been":[9,30,53],"interested":[10],"the":[12,64,83,122,159,162,196,225,239,251],"stock":[13,25,49,92,116,136,144,214],"market.":[14],"Numerous":[15],"approaches":[16],"were":[17],"developed":[18],"to":[19,100,121,161,224],"accurately":[20],"predict":[21],"future":[22],"trends":[23],"prices.":[26],"Recently,":[27],"there":[28],"has":[29,80],"a":[31,131,176,184,202],"growing":[32],"interest":[33],"utilizing":[35],"graph-structured":[36],"data":[37,47,142,241],"computer":[39],"science":[40],"research":[41],"communities.":[42],"Methods":[43],"that":[44,233],"use":[45],"relational":[46,141,185,240],"for":[48,135,143,209],"market":[50,93,145,218],"prediction":[51,94,117,137],"recently":[54],"proposed,":[55],"but":[56,216],"they":[57],"are":[58,170,199],"still":[59],"their":[61],"infancy.":[62],"First,":[63],"quality":[65],"of":[66,72,85,89,164],"collected":[67],"information":[68,103,152,160,198,248],"from":[69,175],"different":[70,87,105,154],"types":[71,88,156],"relations":[73,90],"can":[74,235,245],"vary":[75],"considerably.":[76],"No":[77],"existing":[78,109,252],"work":[79],"focused":[81,112],"on":[82,91,104,113,153,238],"effect":[84],"using":[86],"or":[95],"finding":[96],"an":[97],"effective":[98],"way":[99],"selectively":[101,150],"aggregate":[102],"relation":[106,155],"types.":[107],"Furthermore,":[108],"works":[110],"only":[114,212],"individual":[115,213],"which":[118,139,221,244],"is":[119,181,207,222],"similar":[120,223],"node":[123,168,190,193],"classification":[124,227],"task.":[125,228],"To":[126],"address":[127],"this,":[128],"we":[129],"propose":[130],"hierarchical":[132],"attention":[133],"network":[134],"(HATS)":[138],"uses":[140],"prediction.":[146],"Our":[147,205],"HATS":[148,180,243],"method":[149,206],"aggregates":[151],"adds":[158],"representations":[163,169,194],"each":[165],"company.":[166],"Specifically,":[167],"initialized":[171,189],"with":[172,188,195],"features":[173],"extracted":[174],"feature":[177],"extraction":[178],"module.":[179],"used":[182,208],"as":[183],"modeling":[186],"module":[187],"representations.":[191],"Then,":[192],"added":[197],"fed":[200],"into":[201],"task-specific":[203],"layer.":[204],"predicting":[210],"not":[211],"prices":[215],"also":[217],"index":[219],"movements,":[220],"graph":[226],"The":[229],"experimental":[230],"results":[231],"show":[232],"performance":[234],"change":[236],"depending":[237],"used.":[242],"automatically":[246],"select":[247],"outperformed":[249],"all":[250],"methods.":[253]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":12},{"year":2024,"cited_by_count":30},{"year":2023,"cited_by_count":21},{"year":2022,"cited_by_count":31},{"year":2021,"cited_by_count":13},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":2}],"updated_date":"2026-10-25T09:29:13.331239","created_date":"2019-08-29T00:00:00"}
