{"id":"https://openalex.org/W4416250940","doi":"https://doi.org/10.1109/ijcnn64981.2025.11227908","title":"FinSIR: Financial SIR-GCN for Market-Aware Stock Recommendation","display_name":"FinSIR: Financial SIR-GCN for Market-Aware Stock Recommendation","publication_year":2025,"publication_date":"2025-06-30","ids":{"openalex":"https://openalex.org/W4416250940","doi":"https://doi.org/10.1109/ijcnn64981.2025.11227908"},"language":null,"primary_location":{"id":"doi:10.1109/ijcnn64981.2025.11227908","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn64981.2025.11227908","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-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/A5103060057","display_name":"Brian Godwin Lim","orcid":"https://orcid.org/0000-0003-1168-4295"},"institutions":[{"id":"https://openalex.org/I75917431","display_name":"Nara Institute of Science and Technology","ror":"https://ror.org/05bhada84","country_code":"JP","type":"education","lineage":["https://openalex.org/I75917431"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Brian Godwin Lim","raw_affiliation_strings":["Nara Institute of Science and Technology,Nara,Japan"],"affiliations":[{"raw_affiliation_string":"Nara Institute of Science and Technology,Nara,Japan","institution_ids":["https://openalex.org/I75917431"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103463206","display_name":"Jiahong Liu","orcid":"https://orcid.org/0000-0002-8551-120X"},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiahong Liu","raw_affiliation_strings":["The Chinese University of Hong Kong,Hong Kong,China"],"affiliations":[{"raw_affiliation_string":"The Chinese University of Hong Kong,Hong Kong,China","institution_ids":["https://openalex.org/I177725633"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5107955174","display_name":"Hans Jarett J. Ong","orcid":"https://orcid.org/0009-0005-4359-4085"},"institutions":[{"id":"https://openalex.org/I75917431","display_name":"Nara Institute of Science and Technology","ror":"https://ror.org/05bhada84","country_code":"JP","type":"education","lineage":["https://openalex.org/I75917431"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hans Jarett Ong","raw_affiliation_strings":["Nara Institute of Science and Technology,Nara,Japan"],"affiliations":[{"raw_affiliation_string":"Nara Institute of Science and Technology,Nara,Japan","institution_ids":["https://openalex.org/I75917431"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030588158","display_name":"Jason K. Y. Chan","orcid":"https://orcid.org/0000-0001-9956-1841"},"institutions":[{"id":"https://openalex.org/I19722","display_name":"Ateneo de Manila University","ror":"https://ror.org/053kevk63","country_code":"PH","type":"education","lineage":["https://openalex.org/I19722"]}],"countries":["PH"],"is_corresponding":false,"raw_author_name":"Jan Adrian Chan","raw_affiliation_strings":["Ateneo de Manila University,Metro Manila,Philippines"],"affiliations":[{"raw_affiliation_string":"Ateneo de Manila University,Metro Manila,Philippines","institution_ids":["https://openalex.org/I19722"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5044466472","display_name":"Renzo Roel P. Tan","orcid":"https://orcid.org/0000-0002-0449-8999"},"institutions":[{"id":"https://openalex.org/I75917431","display_name":"Nara Institute of Science and Technology","ror":"https://ror.org/05bhada84","country_code":"JP","type":"education","lineage":["https://openalex.org/I75917431"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Renzo Roel Tan","raw_affiliation_strings":["Nara Institute of Science and Technology,Nara,Japan"],"affiliations":[{"raw_affiliation_string":"Nara Institute of Science and Technology,Nara,Japan","institution_ids":["https://openalex.org/I75917431"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042251906","display_name":"Irwin King","orcid":"https://orcid.org/0000-0001-8106-6447"},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Irwin King","raw_affiliation_strings":["The Chinese University of Hong Kong,Hong Kong,China"],"affiliations":[{"raw_affiliation_string":"The Chinese University of Hong Kong,Hong Kong,China","institution_ids":["https://openalex.org/I177725633"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062709079","display_name":"Kazushi Ikeda","orcid":"https://orcid.org/0000-0003-3330-6121"},"institutions":[{"id":"https://openalex.org/I75917431","display_name":"Nara Institute of Science and Technology","ror":"https://ror.org/05bhada84","country_code":"JP","type":"education","lineage":["https://openalex.org/I75917431"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kazushi Ikeda","raw_affiliation_strings":["Nara Institute of Science and Technology,Nara,Japan"],"affiliations":[{"raw_affiliation_string":"Nara Institute of Science and Technology,Nara,Japan","institution_ids":["https://openalex.org/I75917431"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5103060057"],"corresponding_institution_ids":["https://openalex.org/I75917431"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.41911733,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9731000065803528,"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":0.9731000065803528,"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":0.00559999980032444,"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/T13702","display_name":"Machine Learning in Healthcare","score":0.003599999938160181,"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/stock","display_name":"Stock (firearms)","score":0.6036999821662903},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5464000105857849},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5084999799728394},{"id":"https://openalex.org/keywords/stock-market-bubble","display_name":"Stock market bubble","score":0.39719998836517334},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.38960000872612},{"id":"https://openalex.org/keywords/investment-decisions","display_name":"Investment decisions","score":0.382999986410141},{"id":"https://openalex.org/keywords/market-maker","display_name":"Market maker","score":0.3594000041484833}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6036999821662903},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5464000105857849},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5084999799728394},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45890000462532043},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4480000138282776},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.39719998836517334},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.38960000872612},{"id":"https://openalex.org/C2778865806","wikidata":"https://www.wikidata.org/wiki/Q6060850","display_name":"Investment decisions","level":3,"score":0.382999986410141},{"id":"https://openalex.org/C18991353","wikidata":"https://www.wikidata.org/wiki/Q1137319","display_name":"Market maker","level":4,"score":0.3594000041484833},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.34880000352859497},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3386000096797943},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33309999108314514},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.3278999924659729},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3237999975681305},{"id":"https://openalex.org/C148126853","wikidata":"https://www.wikidata.org/wiki/Q7316309","display_name":"Restricted stock","level":4,"score":0.3231000006198883},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.3102000057697296},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29660001397132874},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.2874000072479248},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.2806999981403351},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.2685000002384186}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ijcnn64981.2025.11227908","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn64981.2025.11227908","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1190326552","https://openalex.org/W1969852690","https://openalex.org/W2080133951","https://openalex.org/W2756203131","https://openalex.org/W2893230400","https://openalex.org/W3110378470","https://openalex.org/W3126284633","https://openalex.org/W3139835972","https://openalex.org/W3175177406","https://openalex.org/W3184572086","https://openalex.org/W3214286852","https://openalex.org/W3215602957","https://openalex.org/W4231449374","https://openalex.org/W4283315029","https://openalex.org/W4301893865","https://openalex.org/W4378649784","https://openalex.org/W4382239247","https://openalex.org/W4384518871","https://openalex.org/W4384948866","https://openalex.org/W4389117490","https://openalex.org/W4401567681"],"related_works":[],"abstract_inverted_index":{"Existing":[0],"works":[1],"on":[2,114,182],"stock":[3,32,43,50,97,110,187],"price":[4,44,188],"prediction":[5,45,189],"have":[6,25],"largely":[7],"treated":[8],"stocks":[9],"in":[10,20,82,162,173],"a":[11,179],"market":[12,98],"independently":[13],"of":[14,30,61,96,125,158],"one":[15],"another.":[16],"Nevertheless,":[17],"recent":[18,171],"advances":[19,172],"graph":[21,73],"neural":[22],"networks":[23],"(GNNs)":[24],"enabled":[26],"the":[27,37,57,66,70,78,92,115,122,156,168],"efficient":[28],"processing":[29],"diverse":[31],"relations.":[33,111],"This":[34],"paper":[35,169],"introduces":[36],"Financial":[38],"SIR-GCN":[39],"(FinSIR)":[40],"for":[41,84,185],"market-aware":[42],"and":[46,100,108,121,139,175,190],"recommendation.":[47,191],"By":[48],"modeling":[49],"markets":[51],"as":[52],"spatio-temporal":[53],"graphs,":[54],"FinSIR":[55,133,160],"addresses":[56],"key":[58,94],"architectural":[59],"limitation":[60],"existing":[62],"graph-based":[63,183],"models.":[64,149],"Notably,":[65],"proposed":[67],"model":[68],"integrates":[69],"soft-isomorphic":[71],"relational":[72],"convolution":[74],"network":[75],"(SIR-GCN)":[76],"with":[77,105],"\"sandwich\"":[79],"structure":[80],"employed":[81],"GNN":[83,174],"time":[85],"series":[86],"analysis":[87],"(GNN4TS)":[88],"to":[89,101,137,147,177],"jointly":[90],"process":[91],"two":[93],"dimensions":[95],"graphs":[99],"contextualize":[102],"hidden":[103],"states":[104],"both":[106],"spatial":[107],"temporal":[109],"Backtesting":[112],"results":[113],"New":[116],"York":[117],"Stock":[118],"Exchange":[119],"(NYSE)":[120],"National":[123],"Association":[124],"Securities":[126],"Dealers":[127],"Automatic":[128],"Quotation":[129],"System":[130],"(NASDAQ)":[131],"reveal":[132],"consistently":[134],"achieving":[135],"up":[136],"65%":[138],"36%":[140],"larger":[141],"cumulative":[142],"investment":[143,165],"returns,":[144],"respectively,":[145],"compared":[146],"baseline":[148],"Additionally,":[150],"an":[151],"ablation":[152],"study":[153],"further":[154],"highlights":[155],"contribution":[157],"each":[159],"module":[161],"providing":[163],"better":[164],"recommendations.":[166],"Overall,":[167],"incorporates":[170],"GNN4TS":[176],"provide":[178],"new":[180],"perspective":[181],"solutions":[184],"improved":[186]},"counts_by_year":[],"updated_date":"2026-03-07T16:01:11.037858","created_date":"2025-11-14T00:00:00"}
