{"id":"https://openalex.org/W4392543395","doi":"https://doi.org/10.1109/tai.2024.3374269","title":"Heterogeneous Dual-Dynamic Attention Network for Modeling Mutual Interplay of Stocks","display_name":"Heterogeneous Dual-Dynamic Attention Network for Modeling Mutual Interplay of Stocks","publication_year":2024,"publication_date":"2024-03-07","ids":{"openalex":"https://openalex.org/W4392543395","doi":"https://doi.org/10.1109/tai.2024.3374269"},"language":"en","primary_location":{"id":"doi:10.1109/tai.2024.3374269","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tai.2024.3374269","pdf_url":null,"source":{"id":"https://openalex.org/S4210169448","display_name":"IEEE Transactions on Artificial Intelligence","issn_l":"2691-4581","issn":["2691-4581"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Artificial Intelligence","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103243386","display_name":"Haotian Liu","orcid":"https://orcid.org/0009-0002-2422-778X"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Haotian Liu","raw_affiliation_strings":["Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China"],"affiliations":[{"raw_affiliation_string":"Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065675742","display_name":"Yadong Zhou","orcid":"https://orcid.org/0000-0003-0345-3518"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yadong Zhou","raw_affiliation_strings":["Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China"],"affiliations":[{"raw_affiliation_string":"Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072771619","display_name":"Yuxun Zhou","orcid":"https://orcid.org/0000-0003-4258-2179"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuxun Zhou","raw_affiliation_strings":["Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China"],"affiliations":[{"raw_affiliation_string":"Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101996884","display_name":"Bowen Hu","orcid":"https://orcid.org/0000-0003-3829-1563"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bowen Hu","raw_affiliation_strings":["Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China"],"affiliations":[{"raw_affiliation_string":"Ministry of Education Key Laboratory for Intelligent Networks and Network Security, Faculty of Electronic and Information Engineering, Xi&#x2019;an Jiaotong University, Xi&#x2019;an, China","institution_ids":["https://openalex.org/I87445476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5103243386"],"corresponding_institution_ids":["https://openalex.org/I87445476"],"apc_list":null,"apc_paid":null,"fwci":0.7479,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.69137433,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":96,"max":97},"biblio":{"volume":"5","issue":"7","first_page":"3595","last_page":"3606"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11439","display_name":"Video Analysis and Summarization","score":0.6150000095367432,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11439","display_name":"Video Analysis and Summarization","score":0.6150000095367432,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"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/T12290","display_name":"Human Motion and Animation","score":0.5547000169754028,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.6541461944580078},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4413299262523651},{"id":"https://openalex.org/keywords/linguistics","display_name":"Linguistics","score":0.10154685378074646},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.07902118563652039}],"concepts":[{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.6541461944580078},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4413299262523651},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.10154685378074646},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.07902118563652039}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tai.2024.3374269","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tai.2024.3374269","pdf_url":null,"source":{"id":"https://openalex.org/S4210169448","display_name":"IEEE Transactions on Artificial Intelligence","issn_l":"2691-4581","issn":["2691-4581"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Artificial Intelligence","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1366928578","display_name":null,"funder_award_id":"62272373","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W2024140722","https://openalex.org/W2026614436","https://openalex.org/W2064675550","https://openalex.org/W2109553965","https://openalex.org/W2295598076","https://openalex.org/W2624816748","https://openalex.org/W2741097030","https://openalex.org/W2893230400","https://openalex.org/W2898654780","https://openalex.org/W2950635152","https://openalex.org/W2966276668","https://openalex.org/W2998454530","https://openalex.org/W3012775393","https://openalex.org/W3034478396","https://openalex.org/W3035275162","https://openalex.org/W3035336738","https://openalex.org/W3035389441","https://openalex.org/W3099645789","https://openalex.org/W3113436222","https://openalex.org/W3123329971","https://openalex.org/W3125780646","https://openalex.org/W3127141647","https://openalex.org/W3131543199","https://openalex.org/W3135785846","https://openalex.org/W3154141829","https://openalex.org/W3156518543","https://openalex.org/W3160222876","https://openalex.org/W3170487013","https://openalex.org/W3172807453","https://openalex.org/W3175058599","https://openalex.org/W3175177406","https://openalex.org/W3190587204","https://openalex.org/W4214597839","https://openalex.org/W4226288830","https://openalex.org/W4250375351","https://openalex.org/W4282813223","https://openalex.org/W4290714160","https://openalex.org/W4292671038","https://openalex.org/W4306317752","https://openalex.org/W4308512597","https://openalex.org/W4313048032","https://openalex.org/W4318185178","https://openalex.org/W4321485380","https://openalex.org/W4362683560","https://openalex.org/W4382203079","https://openalex.org/W4385245566","https://openalex.org/W6680670352"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W2382290278","https://openalex.org/W2478288626","https://openalex.org/W4391913857","https://openalex.org/W2350741829","https://openalex.org/W2530322880"],"abstract_inverted_index":{"Modern":[0],"quantitative":[1],"finance":[2],"and":[3,21,52,59,107,145,170],"portfolio-based":[4],"investment":[5],"hinge":[6],"on":[7,62,150],"the":[8,50,55,67,78,94,115,122,133,142,155,158],"dependence":[9],"structure":[10,125],"among":[11,97,118],"financial":[12],"instruments":[13],"(like":[14],"stocks)":[15],"for":[16],"return":[17,168],"prediction,":[18],"risk":[19],"management,":[20],"hedging.":[22],"Several":[23],"attempts":[24],"have":[25],"been":[26],"made":[27],"to":[28,37,41,88],"leverage":[29],"recent":[30],"advancements":[31],"in":[32,92,164],"graph":[33,57,146],"neural":[34],"networks":[35],"(GNNs)":[36],"achieve":[38],"effective":[39],"modeling":[40,93],"capture":[42],"stock":[43],"interactions.":[44],"However,":[45],"existing":[46],"work":[47],"suffers":[48],"from":[49,126],"homogeneity":[51],"stationary":[53],"of":[54,70,136,157,166],"predefined":[56],"structure,":[58],"their":[60],"reliance":[61],"hard-coded":[63],"correlation-based":[64],"relationships":[65],"neglects":[66],"mutual":[68,95],"intervention":[69],"different":[71],"instruments.":[72],"In":[73],"this":[74],"study,":[75],"we":[76,131],"propose":[77],"heterogeneous":[79,123],"dual-dynamic":[80],"attention":[81],"network":[82,124],"(HD":[83],"<sup":[84],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[85],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">2</sup>":[86],"AT)":[87],"address":[89],"these":[90],"challenges":[91],"interplay":[96],"stocks,":[98],"across":[99],"four":[100],"key":[101],"dimensions:":[102],"heterogeneity,":[103],"causality,":[104],"structural":[105],"dynamics,":[106],"lead-lag":[108],"dynamics.":[109],"More":[110],"specifically,":[111],"our":[112],"method":[113],"uncovers":[114],"causal":[116],"interdependencies":[117],"instruments,":[119],"dynamically":[120],"inferring":[121],"real-time":[127],"trading":[128,152],"activities.":[129],"Subsequently,":[130],"identify":[132],"cross-temporal":[134],"propagation":[135],"interventions":[137],"by":[138],"integrating":[139],"interactions":[140],"at":[141],"node,":[143],"time,":[144],"levels.":[147],"Extensive":[148],"experiments":[149],"real-world":[151],"data":[153],"demonstrate":[154],"superiority":[156],"proposed":[159],"framework":[160],"over":[161],"various":[162],"baselines":[163],"terms":[165],"both":[167],"prediction":[169],"back-testing":[171],"profitability.":[172]},"counts_by_year":[{"year":2025,"cited_by_count":3}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
