{"id":"https://openalex.org/W4414404608","doi":"https://doi.org/10.1109/tcss.2025.3593625","title":"Multi-attributeSD: An Adaptive Self-Knowledge Distillation Method for Financial Time Series Prediction","display_name":"Multi-attributeSD: An Adaptive Self-Knowledge Distillation Method for Financial Time Series Prediction","publication_year":2025,"publication_date":"2025-09-22","ids":{"openalex":"https://openalex.org/W4414404608","doi":"https://doi.org/10.1109/tcss.2025.3593625"},"language":"en","primary_location":{"id":"doi:10.1109/tcss.2025.3593625","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tcss.2025.3593625","pdf_url":null,"source":{"id":"https://openalex.org/S2490693980","display_name":"IEEE Transactions on Computational Social Systems","issn_l":"2329-924X","issn":["2329-924X","2373-7476"],"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 Computational Social Systems","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/A5101118842","display_name":"Jiayi Wu","orcid":"https://orcid.org/0009-0000-1131-6404"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]},{"id":"https://openalex.org/I4210100255","display_name":"Beijing Academy of Artificial Intelligence","ror":"https://ror.org/016a74861","country_code":"CN","type":"other","lineage":["https://openalex.org/I4210100255"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jiayi Wu","raw_affiliation_strings":["Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China"],"raw_orcid":"https://orcid.org/0009-0000-1131-6404","affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]},{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China","institution_ids":["https://openalex.org/I4210100255"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101400564","display_name":"Wei Zhang","orcid":"https://orcid.org/0000-0001-8958-8506"},"institutions":[{"id":"https://openalex.org/I52158045","display_name":"China Agricultural University","ror":"https://ror.org/04v3ywz14","country_code":"CN","type":"education","lineage":["https://openalex.org/I52158045"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wei Zhang","raw_affiliation_strings":["College of Economics and Management, China Agricultural University, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0001-8958-8506","affiliations":[{"raw_affiliation_string":"College of Economics and Management, China Agricultural University, Beijing, China","institution_ids":["https://openalex.org/I52158045"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yulu Liu","orcid":"https://orcid.org/0009-0007-0206-9772"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yulu Liu","raw_affiliation_strings":["School of Information Science and Technology, Beijing University of Technology, Beijing, China"],"raw_orcid":"https://orcid.org/0009-0007-0206-9772","affiliations":[{"raw_affiliation_string":"School of Information Science and Technology, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yibin Wang","orcid":"https://orcid.org/0009-0000-6098-0969"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yibin Wang","raw_affiliation_strings":["College of Computer Science, Beijing University of Technology, Beijing, China"],"raw_orcid":"https://orcid.org/0009-0000-6098-0969","affiliations":[{"raw_affiliation_string":"College of Computer Science, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070956153","display_name":"Yong Zhang","orcid":"https://orcid.org/0000-0001-6650-6790"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]},{"id":"https://openalex.org/I4210100255","display_name":"Beijing Academy of Artificial Intelligence","ror":"https://ror.org/016a74861","country_code":"CN","type":"other","lineage":["https://openalex.org/I4210100255"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yong Zhang","raw_affiliation_strings":["Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0001-6650-6790","affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]},{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China","institution_ids":["https://openalex.org/I4210100255"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020527092","display_name":"Baocai Yin","orcid":"https://orcid.org/0000-0003-3121-1823"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]},{"id":"https://openalex.org/I4210100255","display_name":"Beijing Academy of Artificial Intelligence","ror":"https://ror.org/016a74861","country_code":"CN","type":"other","lineage":["https://openalex.org/I4210100255"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Baocai Yin","raw_affiliation_strings":["Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-3121-1823","affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, School of Information Science and Technology, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]},{"raw_affiliation_string":"Beijing Key Laboratory of Multimedia and Intelligent Software Technology, Beijing Institute of Artificial Intelligence, Beijing, China","institution_ids":["https://openalex.org/I4210100255"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5101118842"],"corresponding_institution_ids":["https://openalex.org/I37796252","https://openalex.org/I4210100255"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.28043622,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"13","issue":"1","first_page":"984","last_page":"998"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9878000020980835,"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":0.9878000020980835,"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":0.9588000178337097,"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/T10320","display_name":"Neural Networks and Applications","score":0.9452000260353088,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.6164000034332275},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5152000188827515},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.47589999437332153},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.43689998984336853},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4271000027656555},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.413100004196167},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.40130001306533813},{"id":"https://openalex.org/keywords/data-modeling","display_name":"Data modeling","score":0.38519999384880066}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7042999863624573},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.6164000034332275},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5758000016212463},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5745999813079834},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5152000188827515},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.47589999437332153},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4390999972820282},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.43689998984336853},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4271000027656555},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.413100004196167},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.40130001306533813},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.39070001244544983},{"id":"https://openalex.org/C67186912","wikidata":"https://www.wikidata.org/wiki/Q367664","display_name":"Data modeling","level":2,"score":0.38519999384880066},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.3750999867916107},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.35359999537467957},{"id":"https://openalex.org/C45804977","wikidata":"https://www.wikidata.org/wiki/Q7239673","display_name":"Predictive modelling","level":2,"score":0.3506999909877777},{"id":"https://openalex.org/C2776537626","wikidata":"https://www.wikidata.org/wiki/Q4047883","display_name":"Long-term prediction","level":2,"score":0.335999995470047},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3100000023841858},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.2896000146865845},{"id":"https://openalex.org/C117220453","wikidata":"https://www.wikidata.org/wiki/Q5172842","display_name":"Correlation","level":2,"score":0.28119999170303345},{"id":"https://openalex.org/C2778827112","wikidata":"https://www.wikidata.org/wiki/Q22245680","display_name":"Feature engineering","level":3,"score":0.2676999866962433},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.2671000063419342},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.2646999955177307},{"id":"https://openalex.org/C52970973","wikidata":"https://www.wikidata.org/wiki/Q2497134","display_name":"Adaptive system","level":2,"score":0.2621000111103058},{"id":"https://openalex.org/C33954974","wikidata":"https://www.wikidata.org/wiki/Q486494","display_name":"Sensor fusion","level":2,"score":0.25290000438690186},{"id":"https://openalex.org/C98014903","wikidata":"https://www.wikidata.org/wiki/Q832161","display_name":"Financial ratio","level":2,"score":0.25279998779296875}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tcss.2025.3593625","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tcss.2025.3593625","pdf_url":null,"source":{"id":"https://openalex.org/S2490693980","display_name":"IEEE Transactions on Computational Social Systems","issn_l":"2329-924X","issn":["2329-924X","2373-7476"],"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 Computational Social Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6212863906","display_name":null,"funder_award_id":"U21B2038","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7500108037","display_name":null,"funder_award_id":"62472014","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":45,"referenced_works":["https://openalex.org/W1965520378","https://openalex.org/W1983883318","https://openalex.org/W2077179900","https://openalex.org/W2116341502","https://openalex.org/W2294370754","https://openalex.org/W2756203131","https://openalex.org/W2798413829","https://openalex.org/W2885054548","https://openalex.org/W2902502126","https://openalex.org/W2903871660","https://openalex.org/W2964413206","https://openalex.org/W2965341826","https://openalex.org/W2987861506","https://openalex.org/W2997421965","https://openalex.org/W3007066689","https://openalex.org/W3007661129","https://openalex.org/W3009650506","https://openalex.org/W3024494371","https://openalex.org/W3034695001","https://openalex.org/W3093186795","https://openalex.org/W3107324520","https://openalex.org/W3137609883","https://openalex.org/W3158304688","https://openalex.org/W3170487013","https://openalex.org/W3175177406","https://openalex.org/W3189508143","https://openalex.org/W3190469032","https://openalex.org/W3204610735","https://openalex.org/W4283721567","https://openalex.org/W4302028163","https://openalex.org/W4306317752","https://openalex.org/W4382318742","https://openalex.org/W4385245566","https://openalex.org/W4385284998","https://openalex.org/W4388486974","https://openalex.org/W4392151673","https://openalex.org/W4392697206","https://openalex.org/W4393147362","https://openalex.org/W4393147794","https://openalex.org/W4393153055","https://openalex.org/W4393158552","https://openalex.org/W4393159722","https://openalex.org/W4406158172","https://openalex.org/W4409363416","https://openalex.org/W4409640589"],"related_works":[],"abstract_inverted_index":{"Intelligent":[0],"financial":[1,64,82,123,195,213],"forecasting":[2],"models":[3],"play":[4],"a":[5,116,148,155],"crucial":[6],"role":[7],"in":[8,31,50,103,212],"warnings":[9],"of":[10,184],"market":[11,13],"crashes,":[12],"recovery,":[14],"portfolio":[15],"optimization,":[16],"and":[17,90,143,164,177,199,208,228],"risk":[18],"control.":[19],"Among":[20],"deep":[21,71],"learning":[22,72],"methods,":[23],"graph":[24,132],"neural":[25],"networks":[26],"have":[27,48,216],"achieved":[28],"remarkable":[29],"results":[30],"time":[32,124,189,223],"series":[33,125,190,224],"prediction":[34,107,203],"due":[35],"to":[36,39,61,76,133,162,218],"their":[37,59],"ability":[38,60],"model":[40,120],"complex":[41],"relationship":[42,79],"between":[43,80],"nodes,":[44],"but":[45],"they":[46],"still":[47],"limitation":[49],"capturing":[51],"dynamic":[52],"associations":[53],"within":[54],"attribute":[55,100,136],"features,":[56,101,137],"which":[57,93,102],"restricts":[58],"fully":[62],"understand":[63],"data.":[65,126],"On":[66],"the":[67,78,99,106,173,182,185,206],"other":[68],"hand,":[69],"most":[70],"methods":[73],"are":[74],"difficult":[75],"quantify":[77],"different":[81,135,194],"data":[83,191,226],"attributes":[84],"(e.g.,":[85],"closing":[86],"price,":[87,89],"highest":[88],"lowest":[91],"price),":[92],"prevents":[94],"them":[95],"from":[96,168,192],"comprehensively":[97],"analysing":[98],"turn":[104],"affects":[105],"accuracy.":[108],"To":[109],"address":[110],"this":[111,113,152,220],"gap,":[112],"study":[114,153],"proposes":[115],"new":[117],"self-knowledge":[118],"distillation":[119],"for":[121,222],"multi-attribute":[122,157],"This":[127,179],"approach":[128],"constructs":[129],"an":[130],"adaptive":[131],"represent":[134],"performs":[138],"self-distillation":[139],"across":[140],"mixed":[141],"attributes,":[142,170],"integrates":[144],"these":[145],"techniques":[146],"into":[147],"teacher":[149],"network.":[150],"Furthermore,":[151],"introduces":[154],"novel":[156],"feature":[158],"attention":[159],"fusion":[160],"module":[161],"capture":[163],"integrate":[165],"key":[166],"features":[167],"multiple":[169],"thereby":[171],"enhancing":[172],"model\u2019s":[174],"predictive":[175],"effectiveness":[176],"robustness.":[178],"research":[180],"validates":[181],"superiority":[183],"proposed":[186],"method":[187],"using":[188],"three":[193],"markets:":[196],"futures,":[197],"cryptocurrency,":[198],"stock,":[200],"demonstrating":[201],"superior":[202],"performance.":[204],"Given":[205],"cross-market":[207],"cross-asset":[209],"correlations":[210],"present":[211],"data,":[214],"we":[215],"decided":[217],"open-source":[219],"dataset":[221],"prediction,":[225],"imputation,":[227],"correlation":[229],"studies.":[230]},"counts_by_year":[],"updated_date":"2026-05-19T08:33:51.333923","created_date":"2025-10-10T00:00:00"}