{"id":"https://openalex.org/W4403582519","doi":"https://doi.org/10.1145/3627673.3680012","title":"LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU","display_name":"LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU","publication_year":2024,"publication_date":"2024-10-20","ids":{"openalex":"https://openalex.org/W4403582519","doi":"https://doi.org/10.1145/3627673.3680012"},"language":"en","primary_location":{"id":"doi:10.1145/3627673.3680012","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3627673.3680012","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 33rd ACM International Conference on Information and Knowledge 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/A5040957883","display_name":"Peng Zhu","orcid":"https://orcid.org/0000-0001-9558-3787"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Peng Zhu","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0001-9558-3787","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yuante Li","orcid":"https://orcid.org/0009-0002-2216-9651"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuante Li","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai, China"],"raw_orcid":"https://orcid.org/0009-0002-2216-9651","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048157403","display_name":"Yifan Hu","orcid":"https://orcid.org/0009-0005-9489-3691"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yifan Hu","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai, China"],"raw_orcid":"https://orcid.org/0009-0005-9489-3691","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025515104","display_name":"Qinyuan Liu","orcid":"https://orcid.org/0000-0002-0170-3651"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qinyuan Liu","raw_affiliation_strings":["Department of Computer Science and Technology, Key Laboratory of Embedded System and Service Computing, Ministry of Education, Tongji University &amp; Artificial Intelligence Laboratory, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0002-0170-3651","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Key Laboratory of Embedded System and Service Computing, Ministry of Education, Tongji University &amp; Artificial Intelligence Laboratory, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069869295","display_name":"Dawei Cheng","orcid":"https://orcid.org/0000-0002-5877-7387"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dawei Cheng","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0002-5877-7387","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101508038","display_name":"Yuqi Liang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yuqi Liang","raw_affiliation_strings":["Seek Data Group Emoney Inc., Shanghai, China"],"raw_orcid":"https://orcid.org/0009-0005-1804-6896","affiliations":[{"raw_affiliation_string":"Seek Data Group Emoney Inc., Shanghai, China","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5040957883"],"corresponding_institution_ids":["https://openalex.org/I116953780"],"apc_list":null,"apc_paid":null,"fwci":5.6315,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.96186317,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"5135","last_page":"5142"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9937000274658203,"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":0.9825999736785889,"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/term","display_name":"Term (time)","score":0.6993635296821594},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.518305242061615},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5016281604766846},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4513288736343384},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16725531220436096},{"id":"https://openalex.org/keywords/history","display_name":"History","score":0.1264583170413971}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.6993635296821594},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.518305242061615},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5016281604766846},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4513288736343384},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16725531220436096},{"id":"https://openalex.org/C95457728","wikidata":"https://www.wikidata.org/wiki/Q309","display_name":"History","level":0,"score":0.1264583170413971},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/3627673.3680012","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3627673.3680012","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 33rd ACM International Conference on Information and Knowledge Management","raw_type":"proceedings-article"},{"id":"pmh:oai:RePEc:arx:papers:2409.08282","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1622676895","https://openalex.org/W1972677429","https://openalex.org/W1983220355","https://openalex.org/W2510046892","https://openalex.org/W2526849907","https://openalex.org/W2536835239","https://openalex.org/W2613328025","https://openalex.org/W2734986640","https://openalex.org/W2907492528","https://openalex.org/W2965672544","https://openalex.org/W2977613449","https://openalex.org/W3035587851","https://openalex.org/W3119510601","https://openalex.org/W3131543199","https://openalex.org/W3154141829","https://openalex.org/W3172807453","https://openalex.org/W3175835345","https://openalex.org/W3187312953","https://openalex.org/W4214553437","https://openalex.org/W4283804236","https://openalex.org/W4308752108","https://openalex.org/W4393158552"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":{"Stock":[0],"price":[1,90,140],"prediction":[2,92],"is":[3,100,126,142],"a":[4,88,115,227],"challenging":[5],"problem":[6],"in":[7,81,96,194],"the":[8,20,42,52,69,82,129,151,154,161,177,197,202,205,210,218,222],"field":[9],"of":[10,23,56,136,153,179,204,226],"finance":[11],"and":[12,29,58,74,107,138,169,196],"receives":[13],"widespread":[14],"attention.":[15],"In":[16],"recent":[17],"years,":[18],"with":[19,63],"rapid":[21],"development":[22],"technologies":[24],"such":[25],"as":[26],"deep":[27],"learning":[28],"graph":[30],"neural":[31],"networks,":[32],"more":[33,164],"research":[34],"methods":[35,48],"have":[36],"begun":[37],"to":[38,132,144,163,221,237],"focus":[39,50],"on":[40,51,102,188],"exploring":[41],"interrelationships":[43],"between":[44,120],"stocks.":[45],"However,":[46],"existing":[47],"mostly":[49],"short-term":[53,104,117,146,171],"dynamic":[54,72],"relationships":[55,78,106,135],"stocks":[57,80],"directly":[59],"integrating":[60],"relationship":[61,118,172],"information":[62,125,141,168],"temporal":[64,167],"information.":[65],"They":[66],"often":[67],"overlook":[68],"complex":[70],"nonlinear":[71],"characteristics":[73],"potential":[75],"higher-order":[76],"interaction":[77],"among":[79],"stock":[83,89,105,181,192],"market.":[84],"Therefore,":[85],"we":[86,113,149,200],"propose":[87],"trend":[91,182],"model":[93,156,162,208,220],"named":[94],"LSR-IGRU":[95,207],"this":[97],"paper,":[98],"which":[99],"based":[101],"long":[103,116,170],"an":[108],"improved":[109],"GRU":[110,155],"input.":[111],"Firstly,":[112],"construct":[114],"matrix":[119],"stocks,":[121,137],"where":[122],"secondary":[123],"industry":[124],"employed":[127],"for":[128],"first":[130],"time":[131],"capture":[133],"long-term":[134],"overnight":[139],"utilized":[143],"establish":[145],"relationships.":[147],"Next,":[148],"improve":[150],"inputs":[152],"at":[157,245],"each":[158],"step,":[159],"enabling":[160],"effectively":[165],"integrate":[166],"information,":[173],"thereby":[174],"significantly":[175,231],"improving":[176],"accuracy":[178],"predicting":[180],"changes.":[183],"Finally,":[184],"through":[185],"extensive":[186],"experiments":[187],"multiple":[189],"datasets":[190],"from":[191],"markets":[193],"China":[195],"United":[198],"States,":[199],"validate":[201],"superiority":[203],"proposed":[206,219],"over":[209],"current":[211],"state-of-the-art":[212],"baseline":[213,239],"models.":[214],"We":[215],"also":[216],"apply":[217],"algorithmic":[223],"trading":[224],"system":[225],"financial":[228],"company,":[229],"achieving":[230],"higher":[232],"cumulative":[233],"portfolio":[234],"returns":[235],"compared":[236],"other":[238],"methods.":[240],"Our":[241],"sources":[242],"are":[243],"released":[244],"https://github.com/ZP1481616577/Baselines\\_LSR-IGRU.":[246]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
