{"id":"https://openalex.org/W4386204713","doi":"https://doi.org/10.1145/3603719.3603741","title":"TGSLN : Time-aware Graph Structure Learning Network for Multi-variates Stock Sector Ranking Recommendation","display_name":"TGSLN : Time-aware Graph Structure Learning Network for Multi-variates Stock Sector Ranking Recommendation","publication_year":2023,"publication_date":"2023-07-10","ids":{"openalex":"https://openalex.org/W4386204713","doi":"https://doi.org/10.1145/3603719.3603741"},"language":"en","primary_location":{"id":"doi:10.1145/3603719.3603741","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3603719.3603741","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"35th International Conference on Scientific and Statistical Database Management","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/A5027878278","display_name":"Quan Wan","orcid":"https://orcid.org/0009-0002-3174-6422"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Quan Wan","raw_affiliation_strings":["Central South University, China"],"affiliations":[{"raw_affiliation_string":"Central South University, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103176834","display_name":"Shuo Yin","orcid":"https://orcid.org/0009-0009-5383-7668"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuo Yin","raw_affiliation_strings":["Central South University, China"],"affiliations":[{"raw_affiliation_string":"Central South University, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011810257","display_name":"X. H. Liu","orcid":"https://orcid.org/0000-0002-2165-6434"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiangyue Liu","raw_affiliation_strings":["Central South University, China"],"affiliations":[{"raw_affiliation_string":"Central South University, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060720664","display_name":"Jianliang Gao","orcid":"https://orcid.org/0000-0002-9363-9908"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jianliang Gao","raw_affiliation_strings":["Central South University, China"],"affiliations":[{"raw_affiliation_string":"Central South University, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073721922","display_name":"Yuhui Zhong","orcid":"https://orcid.org/0009-0000-8673-618X"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuhui Zhong","raw_affiliation_strings":["Central South University, China"],"affiliations":[{"raw_affiliation_string":"Central South University, China","institution_ids":["https://openalex.org/I139660479"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5027878278"],"corresponding_institution_ids":["https://openalex.org/I139660479"],"apc_list":null,"apc_paid":null,"fwci":0.2521,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.58753625,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994000196456909,"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":0.9994000196456909,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9914000034332275,"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"}},{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9914000034332275,"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":0.5929684042930603},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5898787975311279},{"id":"https://openalex.org/keywords/predictability","display_name":"Predictability","score":0.5339483022689819},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.514744758605957},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.43668657541275024},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4157434403896332},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1959131360054016},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.19421595335006714},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19204801321029663},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1380835771560669},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11157774925231934},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.09727811813354492}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5929684042930603},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5898787975311279},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.5339483022689819},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.514744758605957},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.43668657541275024},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4157434403896332},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1959131360054016},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.19421595335006714},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19204801321029663},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1380835771560669},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11157774925231934},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09727811813354492},{"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/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3603719.3603741","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3603719.3603741","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"35th International Conference on Scientific and Statistical Database Management","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.47999998927116394,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[{"id":"https://openalex.org/G7608732219","display_name":null,"funder_award_id":"62272487","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":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1485981043","https://openalex.org/W2893230400","https://openalex.org/W2896309423","https://openalex.org/W2964199361","https://openalex.org/W3080253043","https://openalex.org/W3123329971","https://openalex.org/W4224996103"],"related_works":["https://openalex.org/W2726467123","https://openalex.org/W2064726690","https://openalex.org/W4252678288","https://openalex.org/W4254065731","https://openalex.org/W1607297154","https://openalex.org/W3206776788","https://openalex.org/W2231089071","https://openalex.org/W2049206350","https://openalex.org/W3123131948","https://openalex.org/W2370669686"],"abstract_inverted_index":{"In":[0,64,87],"the":[1,25,80,101,106,110,132,160,168],"field":[2],"of":[3,19,27,44,82,105,123],"financial":[4],"prediction,":[5],"most":[6],"studies":[7],"focus":[8],"on":[9,53,144],"individual":[10,37],"stocks":[11,20],"or":[12],"stock":[13,40,45,54,83,139,146],"indices.":[14],"Stock":[15],"sectors":[16,28,41,55],"are":[17,42],"collections":[18],"with":[21],"similar":[22],"characteristics":[23],"and":[24,33,127,166,182],"indices":[26],"have":[29,56],"more":[30],"stable":[31],"trends":[32],"predictability":[34],"compared":[35],"to":[36,60,78,99],"stocks.":[38],"Additionally,":[39],"subsets":[43],"indices,":[46],"which":[47,157],"implies":[48],"that":[49,121],"investment":[50],"portfolios":[51],"based":[52,143],"a":[57,69,117,138,152],"greater":[58],"potential":[59],"achieve":[61],"excess":[62],"returns.":[63],"this":[65,88],"paper,":[66],"we":[67,90,115,150],"propose":[68],"new":[70],"method,":[71],"Time-aware":[72],"Graph":[73],"Structure":[74],"Learning":[75],"Network":[76],"(TGSLN),":[77],"address":[79],"problem":[81],"sector":[84,140,147,161],"ranking":[85,102],"recommendation.":[86],"model,":[89],"use":[91],"an":[92],"indicator":[93],"called":[94],"Relative":[95],"Price":[96],"Strength":[97],"(RPS)":[98],"describe":[100],"change":[103],"trend":[104],"sectors.":[107],"To":[108],"construct":[109,116],"inherent":[111],"connection":[112],"between":[113],"sectors,":[114],"multi-variable":[118],"time":[119,164],"series":[120],"consists":[122],"multi-scale":[124],"RPS":[125],"sequences":[126],"effective":[128],"indicators":[129],"filtered":[130],"through":[131,171],"factor":[133],"selector.":[134],"We":[135],"also":[136],"build":[137],"relation":[141],"graph":[142,154,170,172],"authoritative":[145],"classifications.":[148],"Specially,":[149],"design":[151],"time-aware":[153],"structure":[155],"learner,":[156],"can":[158],"mine":[159],"relations":[162],"from":[163],"series,":[165],"enhance":[167],"initial":[169],"fusion.":[173],"Our":[174],"model":[175],"outperforms":[176],"state-of-the-art":[177],"baselines":[178],"in":[179],"both":[180],"A-share":[181],"NASDAQ":[183],"markets.":[184]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}