{"id":"https://openalex.org/W7152067088","doi":"https://doi.org/10.1016/j.engappai.2026.114726","title":"Learning unified market interdependencies via networked attention for stock price forecasting","display_name":"Learning unified market interdependencies via networked attention for stock price forecasting","publication_year":2026,"publication_date":"2026-04-08","ids":{"openalex":"https://openalex.org/W7152067088","doi":"https://doi.org/10.1016/j.engappai.2026.114726"},"language":"en","primary_location":{"id":"doi:10.1016/j.engappai.2026.114726","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.engappai.2026.114726","pdf_url":null,"source":{"id":"https://openalex.org/S900972176","display_name":"Engineering Applications of Artificial Intelligence","issn_l":"0952-1976","issn":["0952-1976","1873-6769"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Engineering Applications of Artificial Intelligence","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1016/j.engappai.2026.114726","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5133155262","display_name":"Kaveesha Hewage","orcid":"https://orcid.org/0000-0003-4537-0497"},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Kaveesha Hewage","raw_affiliation_strings":["Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia"],"raw_orcid":"https://orcid.org/0000-0003-4537-0497","affiliations":[{"raw_affiliation_string":"Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia","institution_ids":["https://openalex.org/I114017466"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000952953","display_name":"Boyu Li","orcid":"https://orcid.org/0000-0001-6015-0156"},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Boyu Li","raw_affiliation_strings":["Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia"],"raw_orcid":"https://orcid.org/0000-0001-6015-0156","affiliations":[{"raw_affiliation_string":"Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia","institution_ids":["https://openalex.org/I114017466"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082065117","display_name":"Ting Guo","orcid":"https://orcid.org/0000-0001-5130-3237"},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Ting Guo","raw_affiliation_strings":["Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia"],"raw_orcid":"https://orcid.org/0000-0001-5130-3237","affiliations":[{"raw_affiliation_string":"Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia","institution_ids":["https://openalex.org/I114017466"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035751854","display_name":"Alexis Stenfors","orcid":"https://orcid.org/0000-0002-1266-7051"},"institutions":[{"id":"https://openalex.org/I4210105992","display_name":"Qatar Science and Technology Park","ror":"https://ror.org/01gshyb58","country_code":"QA","type":"archive","lineage":["https://openalex.org/I4210105992"]},{"id":"https://openalex.org/I63072094","display_name":"University of Portsmouth","ror":"https://ror.org/03ykbk197","country_code":"GB","type":"education","lineage":["https://openalex.org/I63072094"]}],"countries":["GB","QA"],"is_corresponding":false,"raw_author_name":"Alexis Stenfors","raw_affiliation_strings":["School of Accounting, Economics and Finance, University of Portsmouth, Portland Street, Portsmouth PO1 3, DE, UK","University of Doha for Science and Technology, 24449 Arab League St, Doha, Qatar"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Accounting, Economics and Finance, University of Portsmouth, Portland Street, Portsmouth PO1 3, DE, UK","institution_ids":["https://openalex.org/I63072094"]},{"raw_affiliation_string":"University of Doha for Science and Technology, 24449 Arab League St, Doha, Qatar","institution_ids":["https://openalex.org/I4210105992"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5092704125","display_name":"Peter Mere","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Peter Mere","raw_affiliation_strings":["Independent Researcher"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent Researcher","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5133225697","display_name":"Fang Chen","orcid":"https://orcid.org/0000-0003-4971-8729"},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Fang Chen","raw_affiliation_strings":["Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Data Science Institute, University of Technology Sydney, 15 Broadway, Ultimo NSW 2007, Australia","institution_ids":["https://openalex.org/I114017466"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5082065117"],"corresponding_institution_ids":["https://openalex.org/I114017466"],"apc_list":{"value":3170,"currency":"USD","value_usd":3170},"apc_paid":{"value":3170,"currency":"USD","value_usd":3170},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.41605198,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"176","issue":null,"first_page":"114726","last_page":"114726"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.8463000059127808,"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":0.8463000059127808,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.02459999918937683,"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"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.021700000390410423,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interdependence","display_name":"Interdependence","score":0.616100013256073},{"id":"https://openalex.org/keywords/unified-model","display_name":"Unified Model","score":0.5327000021934509},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4715999960899353},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.39899998903274536},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.34150001406669617}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8435999751091003},{"id":"https://openalex.org/C185874996","wikidata":"https://www.wikidata.org/wiki/Q269699","display_name":"Interdependence","level":2,"score":0.616100013256073},{"id":"https://openalex.org/C45493050","wikidata":"https://www.wikidata.org/wiki/Q7884934","display_name":"Unified Model","level":2,"score":0.5327000021934509},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4715999960899353},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.39899998903274536},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3709000051021576},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.34150001406669617},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.3043999969959259},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.29030001163482666},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.2897999882698059},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.28200000524520874},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2784000039100647}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.engappai.2026.114726","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.engappai.2026.114726","pdf_url":null,"source":{"id":"https://openalex.org/S900972176","display_name":"Engineering Applications of Artificial Intelligence","issn_l":"0952-1976","issn":["0952-1976","1873-6769"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Engineering Applications of Artificial Intelligence","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1016/j.engappai.2026.114726","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.engappai.2026.114726","pdf_url":null,"source":{"id":"https://openalex.org/S900972176","display_name":"Engineering Applications of Artificial Intelligence","issn_l":"0952-1976","issn":["0952-1976","1873-6769"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Engineering Applications of Artificial Intelligence","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W74101598","https://openalex.org/W1538662025","https://openalex.org/W1727659491","https://openalex.org/W1993387039","https://openalex.org/W2064675550","https://openalex.org/W2077214781","https://openalex.org/W2080133951","https://openalex.org/W2100011707","https://openalex.org/W2137983211","https://openalex.org/W2138144286","https://openalex.org/W2150884987","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2975308768","https://openalex.org/W3007066689","https://openalex.org/W3122305330","https://openalex.org/W3123933399","https://openalex.org/W3175177406","https://openalex.org/W3177318507","https://openalex.org/W3199186057","https://openalex.org/W4231546411","https://openalex.org/W4281251068","https://openalex.org/W4306317752","https://openalex.org/W4366377753","https://openalex.org/W4393148033","https://openalex.org/W4393160226","https://openalex.org/W4393295115","https://openalex.org/W4404457541","https://openalex.org/W4414166478","https://openalex.org/W4415589340","https://openalex.org/W4416195063"],"related_works":[],"abstract_inverted_index":{"Stock":[0],"price":[1,55,63,171],"forecasting":[2,56],"is":[3],"challenging":[4],"due":[5],"to":[6,37],"market":[7,126,132,152],"volatility":[8],"and":[9,35,42,70,83,100,124,167],"complex,":[10],"dynamic":[11,76],"inter-stock":[12,98],"relationships.":[13],"Existing":[14],"graph-based":[15],"approaches":[16],"often":[17],"rely":[18],"primarily":[19],"on":[20,130],"static":[21],"relational":[22,77],"structures":[23],"or":[24,32,106],"simple":[25],"time-aligned":[26,107],"correlations,":[27],"which":[28],"capture":[29],"only":[30],"fixed":[31],"short-term":[33,118],"relationships":[34],"fail":[36],"model":[38],"transient":[39],"cross-temporal":[40],"dependencies":[41,103],"heterogeneous":[43,59],"information":[44],"sources.":[45],"We":[46],"propose":[47],"a":[48,74],"novel":[49],"artificial":[50,160],"intelligence":[51,161],"framework":[52,140],"for":[53,162],"stock":[54,170],"that":[57,79,135],"integrates":[58],"data":[60],"sources,":[61],"including":[62],"co-movements,":[64],"corporate":[65],"linkages":[66],"derived":[67],"from":[68,117],"Wikipedia,":[69],"industry":[71],"affiliations,":[72],"into":[73,151],"unified":[75],"graph":[78],"combines":[80],"both":[81,121],"structural":[82],"behavioral":[84],"dependencies.":[85],"The":[86],"proposed":[87,137],"model,":[88],"named":[89],"Learning":[90],"Unified":[91],"Market":[92],"Interdependencies":[93],"(LUMI),":[94],"adaptively":[95],"models":[96],"evolving":[97],"connections":[99],"uncovers":[101],"latent":[102],"beyond":[104],"sectoral":[105],"patterns.":[108],"A":[109],"dual-path":[110],"temporal":[111],"attention":[112],"mechanism":[113],"disentangles":[114],"long-term":[115],"trends":[116],"fluctuations,":[119],"capturing":[120],"periodic":[122],"behaviors":[123],"abrupt":[125],"shifts.":[127],"Extensive":[128],"experiments":[129],"four":[131],"datasets":[133],"demonstrate":[134],"the":[136,157],"deep":[138],"learning":[139],"outperforms":[141],"strong":[142],"baselines":[143],"in":[144],"predictive":[145],"accuracy":[146],"while":[147],"providing":[148],"interpretable":[149],"insights":[150],"interdependencies.":[153],"These":[154],"findings":[155],"highlight":[156],"potential":[158],"of":[159],"modeling":[163],"complex":[164],"financial":[165],"systems":[166],"improving":[168],"algorithmic":[169],"forecasting.":[172]},"counts_by_year":[],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2026-04-09T00:00:00"}
