{"id":"https://openalex.org/W4411549660","doi":"https://doi.org/10.1145/3701716.3715216","title":"CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility Optimization","display_name":"CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility Optimization","publication_year":2025,"publication_date":"2025-05-08","ids":{"openalex":"https://openalex.org/W4411549660","doi":"https://doi.org/10.1145/3701716.3715216"},"language":"en","primary_location":{"id":"doi:10.1145/3701716.3715216","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3701716.3715216","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Companion Proceedings of the ACM on Web Conference 2025","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":null,"display_name":"Sida Lin","orcid":"https://orcid.org/0009-0001-4129-0353"},"institutions":[{"id":"https://openalex.org/I4210116924","display_name":"Chinese University of Hong Kong, Shenzhen","ror":"https://ror.org/02d5ks197","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633","https://openalex.org/I180726961","https://openalex.org/I4210116924"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Sida Lin","raw_affiliation_strings":["The Chinese University of Hong Kong, Shenzhen, Shenzhen, China"],"raw_orcid":"https://orcid.org/0009-0001-4129-0353","affiliations":[{"raw_affiliation_string":"The Chinese University of Hong Kong, Shenzhen, Shenzhen, China","institution_ids":["https://openalex.org/I4210116924"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053712210","display_name":"Yankai Chen","orcid":"https://orcid.org/0000-0001-5741-2047"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yankai Chen","raw_affiliation_strings":["Cornell University, Ithaca, USA"],"raw_orcid":"https://orcid.org/0000-0001-5741-2047","affiliations":[{"raw_affiliation_string":"Cornell University, Ithaca, USA","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056609151","display_name":"Yiyan Qi","orcid":"https://orcid.org/0000-0002-8078-5834"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yiyan Qi","raw_affiliation_strings":["International Digital Economy Academy (IDEA), Shenzhen, China"],"raw_orcid":"https://orcid.org/0000-0002-8078-5834","affiliations":[{"raw_affiliation_string":"International Digital Economy Academy (IDEA), Shenzhen, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055857919","display_name":"Chenhao Ma","orcid":"https://orcid.org/0000-0002-3243-8512"},"institutions":[{"id":"https://openalex.org/I4210116924","display_name":"Chinese University of Hong Kong, Shenzhen","ror":"https://ror.org/02d5ks197","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633","https://openalex.org/I180726961","https://openalex.org/I4210116924"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chenhao Ma","raw_affiliation_strings":["The Chinese University of Hong Kong, Shenzhen, Shenzhen, China"],"raw_orcid":"https://orcid.org/0000-0002-3243-8512","affiliations":[{"raw_affiliation_string":"The Chinese University of Hong Kong, Shenzhen, Shenzhen, China","institution_ids":["https://openalex.org/I4210116924"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Bokai Cao","orcid":"https://orcid.org/0009-0002-8329-4253"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bokai Cao","raw_affiliation_strings":["The Hong Kong University of Science and Technology (Guangzhou), Guangzhou, China"],"raw_orcid":"https://orcid.org/0009-0002-8329-4253","affiliations":[{"raw_affiliation_string":"The Hong Kong University of Science and Technology (Guangzhou), Guangzhou, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100386948","display_name":"Yifei Zhang","orcid":"https://orcid.org/0000-0003-4185-8663"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Yifei Zhang","raw_affiliation_strings":["Nanyang Technological University, Singapore, Singapore"],"raw_orcid":"https://orcid.org/0000-0003-4185-8663","affiliations":[{"raw_affiliation_string":"Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100372152","display_name":"Xue Liu","orcid":"https://orcid.org/0000-0001-5252-3442"},"institutions":[{"id":"https://openalex.org/I5023651","display_name":"McGill University","ror":"https://ror.org/01pxwe438","country_code":"CA","type":"education","lineage":["https://openalex.org/I5023651"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Xue Liu","raw_affiliation_strings":["McGill University, Montreal, Canada"],"raw_orcid":"https://orcid.org/0000-0001-5252-3442","affiliations":[{"raw_affiliation_string":"McGill University, Montreal, Canada","institution_ids":["https://openalex.org/I5023651"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5115076622","display_name":"Jian Guo","orcid":"https://orcid.org/0009-0003-5046-2588"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jian Guo","raw_affiliation_strings":["International Digital Economy Academy (IDEA), Shenzhen, China"],"raw_orcid":"https://orcid.org/0009-0003-5046-2588","affiliations":[{"raw_affiliation_string":"International Digital Economy Academy (IDEA), Shenzhen, China","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":8,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210116924"],"apc_list":null,"apc_paid":null,"fwci":3.3695,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.92123096,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"354","last_page":"363"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9975000023841858,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9915000200271606,"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/volatility","display_name":"Volatility (finance)","score":0.7121582627296448},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.5897514224052429},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5378334522247314},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.48891201615333557},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4810631275177002},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.39232727885246277},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.38228803873062134},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3816831111907959},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.09221601486206055},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07585850358009338}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7121582627296448},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.5897514224052429},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5378334522247314},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.48891201615333557},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4810631275177002},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39232727885246277},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.38228803873062134},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3816831111907959},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.09221601486206055},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07585850358009338},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3701716.3715216","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3701716.3715216","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Companion Proceedings of the ACM on Web Conference 2025","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":45,"referenced_works":["https://openalex.org/W605727707","https://openalex.org/W746481651","https://openalex.org/W1491394602","https://openalex.org/W1504694836","https://openalex.org/W1534670373","https://openalex.org/W2064675550","https://openalex.org/W2104184584","https://openalex.org/W2295598076","https://openalex.org/W2744043447","https://openalex.org/W2896457183","https://openalex.org/W2922995703","https://openalex.org/W2996331899","https://openalex.org/W3006861283","https://openalex.org/W3034478396","https://openalex.org/W3035414307","https://openalex.org/W3100272281","https://openalex.org/W3110378470","https://openalex.org/W3124247917","https://openalex.org/W3126162951","https://openalex.org/W3171884590","https://openalex.org/W3172807453","https://openalex.org/W3173539742","https://openalex.org/W3174086521","https://openalex.org/W3175177406","https://openalex.org/W3177318507","https://openalex.org/W3207999419","https://openalex.org/W3212890323","https://openalex.org/W4224220755","https://openalex.org/W4224996103","https://openalex.org/W4246587917","https://openalex.org/W4283797144","https://openalex.org/W4287865629","https://openalex.org/W4298450457","https://openalex.org/W4375869235","https://openalex.org/W4385212602","https://openalex.org/W4385767800","https://openalex.org/W4388994359","https://openalex.org/W4393147760","https://openalex.org/W4393148033","https://openalex.org/W4393153055","https://openalex.org/W4393158552","https://openalex.org/W4393159476","https://openalex.org/W4396843952","https://openalex.org/W4403582564","https://openalex.org/W4404783722"],"related_works":["https://openalex.org/W2370669686","https://openalex.org/W247222457","https://openalex.org/W3124131549","https://openalex.org/W2392378997","https://openalex.org/W2152348935","https://openalex.org/W2887069341","https://openalex.org/W2554106722","https://openalex.org/W1797892342","https://openalex.org/W4240248738","https://openalex.org/W3008476150"],"abstract_inverted_index":{"The":[0],"stock":[1,12,47,54,68,121],"market,":[2,48],"as":[3],"a":[4,143],"cornerstone":[5],"of":[6,18,38,45,63,73,99,146,173],"the":[7,16,32,42,46,61,71,83,97,129],"financial":[8],"markets,":[9],"places":[10],"forecasting":[11,88,140],"price":[13,64,78,90],"movements":[14],"at":[15],"forefront":[17],"challenges":[19],"in":[20,30,86],"quantitative":[21],"finance.":[22],"Emerging":[23],"learning-based":[24],"approaches":[25],"have":[26],"made":[27],"significant":[28],"progress":[29],"capturing":[31],"intricate":[33],"and":[34,56,126,153,161,171],"ever-evolving":[35],"data":[36],"patterns":[37],"modern":[39],"markets.":[40],"With":[41],"rapid":[43],"expansion":[44],"it":[49],"presents":[50],"two":[51],"characteristics,":[52],"i.e.,":[53],"exogeneity":[55,69],"volatility":[57,80],"heterogeneity":[58,81],"that":[59],"heighten":[60],"complexity":[62],"forecasting.":[65],"Specifically,":[66,106],"while":[67],"reflects":[70],"influence":[72],"external":[74,116],"market":[75],"factors":[76],"on":[77],"movements,":[79],"showcases":[82],"varying":[84],"difficulty":[85],"movement":[87],"against":[89],"fluctuations.":[91],"In":[92],"this":[93],"work,":[94],"we":[95],"introduce":[96],"framework":[98],"Cross-market":[100],"Synergy":[101],"with":[102,123],"Pseudo-volatility":[103],"Optimization":[104],"(CSPO).":[105],"CSPO":[107,134],"implements":[108],"an":[109],"effective":[110],"deep":[111],"neural":[112],"architecture":[113],"to":[114,137,150],"leverage":[115],"futures":[117],"knowledge.":[118],"This":[119],"enriches":[120],"embeddings":[122],"cross-market":[124],"insights":[125],"thus":[127],"enhances":[128],"CSPO's":[130,165],"predictive":[131],"capability.":[132],"Furthermore,":[133],"incorporates":[135],"pseudo-volatility":[136],"model":[138],"stock-specific":[139],"confidence,":[141],"enabling":[142],"dynamic":[144],"adaptation":[145],"its":[147],"optimization":[148],"process":[149],"improve":[151],"accuracy":[152],"robustness.":[154],"Our":[155],"extensive":[156],"experiments,":[157],"encompassing":[158],"industrial":[159],"evaluation":[160],"public":[162],"benchmarking,":[163],"highlight":[164],"superior":[166],"performance":[167],"over":[168],"existing":[169],"methods":[170],"effectiveness":[172],"all":[174],"proposed":[175],"modules":[176],"contained":[177],"therein.":[178]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-05-21T09:19:25.381259","created_date":"2025-10-10T00:00:00"}
