{"id":"https://openalex.org/W4214774774","doi":"https://doi.org/10.1155/2022/7739087","title":"Incorporating Transformers and Attention Networks for Stock Movement Prediction","display_name":"Incorporating Transformers and Attention Networks for Stock Movement Prediction","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4214774774","doi":"https://doi.org/10.1155/2022/7739087"},"language":"en","primary_location":{"id":"doi:10.1155/2022/7739087","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/7739087","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/7739087.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2022/7739087.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074728263","display_name":"Yawei Li","orcid":"https://orcid.org/0000-0003-0065-4824"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yawei Li","raw_affiliation_strings":["School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China"],"raw_orcid":"https://orcid.org/0000-0003-0065-4824","affiliations":[{"raw_affiliation_string":"School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008365362","display_name":"Shuqi Lv","orcid":"https://orcid.org/0000-0002-3133-5925"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuqi Lv","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan 250014, China"],"raw_orcid":"https://orcid.org/0000-0002-3133-5925","affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101966214","display_name":"Liu Xing-hua","orcid":"https://orcid.org/0000-0002-5770-6990"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xinghua Liu","raw_affiliation_strings":["School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China"],"raw_orcid":"https://orcid.org/0000-0002-5770-6990","affiliations":[{"raw_affiliation_string":"School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101727894","display_name":"Qiuyue Zhang","orcid":"https://orcid.org/0000-0001-7229-7200"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Qiuyue Zhang","raw_affiliation_strings":["School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China"],"raw_orcid":"https://orcid.org/0000-0001-7229-7200","affiliations":[{"raw_affiliation_string":"School of Mangement Science and Engineering, Shandong University of Finance and Economics, Jinan 250014, China","institution_ids":["https://openalex.org/I59483232"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5101727894"],"corresponding_institution_ids":["https://openalex.org/I59483232"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":3.2103,"has_fulltext":true,"cited_by_count":21,"citation_normalized_percentile":{"value":0.92034718,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"2022","issue":"1","first_page":null,"last_page":null},"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/T12761","display_name":"Data Stream Mining Techniques","score":0.9865999817848206,"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"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9865000247955322,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6971173882484436},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6607726812362671},{"id":"https://openalex.org/keywords/transformer","display_name":"Transformer","score":0.5949006676673889},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5859699845314026},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.47188082337379456},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4379974603652954},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3995194435119629},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2546296715736389},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11708763241767883},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08660027384757996}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6971173882484436},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6607726812362671},{"id":"https://openalex.org/C66322947","wikidata":"https://www.wikidata.org/wiki/Q11658","display_name":"Transformer","level":3,"score":0.5949006676673889},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5859699845314026},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.47188082337379456},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4379974603652954},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3995194435119629},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2546296715736389},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11708763241767883},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08660027384757996},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C165801399","wikidata":"https://www.wikidata.org/wiki/Q25428","display_name":"Voltage","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1155/2022/7739087","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/7739087","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/7739087.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:complx:7739087","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/complexity/2022/7739087.xml","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":"article"},{"id":"pmh:oai:doaj.org/article:e046997d4a9344ca83b5ce9f42faf453","is_oa":true,"landing_page_url":"https://doaj.org/article/e046997d4a9344ca83b5ce9f42faf453","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2022 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2022/7739087","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/7739087","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/7739087.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1709107446","display_name":null,"funder_award_id":"ZR201808160102","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G2441010247","display_name":null,"funder_award_id":"ZR2019MF051","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G3033594636","display_name":"\u57fa\u4e8e\u5206\u5f62\u5206\u6790\u7684\u590d\u6742\u7eb9\u7406\u56fe\u50cf\u4e09\u7ef4\u8868\u9762\u91cd\u5efa\u4e0e\u7279\u5f81\u8ba1\u7b97\u5173\u952e\u6280\u672f\u7814\u7a76","funder_award_id":"61972227","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3788695058","display_name":null,"funder_award_id":"ZR201808160102","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4078784213","display_name":null,"funder_award_id":"61972227","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G7621206536","display_name":null,"funder_award_id":"ZR2019MF051","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"},{"id":"https://openalex.org/F4320324174","display_name":"Natural Science Foundation of Shandong Province","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4214774774.pdf","grobid_xml":"https://content.openalex.org/works/W4214774774.grobid-xml"},"referenced_works_count":19,"referenced_works":["https://openalex.org/W2250886571","https://openalex.org/W2774559076","https://openalex.org/W2796083215","https://openalex.org/W2798413829","https://openalex.org/W2893230400","https://openalex.org/W2896421350","https://openalex.org/W2897244933","https://openalex.org/W2986391303","https://openalex.org/W2998454530","https://openalex.org/W3005880472","https://openalex.org/W3019427697","https://openalex.org/W3034478396","https://openalex.org/W3035414307","https://openalex.org/W3041929891","https://openalex.org/W3082523044","https://openalex.org/W3110378470","https://openalex.org/W3123329971","https://openalex.org/W3195699963","https://openalex.org/W4240307802"],"related_works":["https://openalex.org/W3154635860","https://openalex.org/W4310420093","https://openalex.org/W4226332880","https://openalex.org/W4307377619","https://openalex.org/W4200631625","https://openalex.org/W4298054035","https://openalex.org/W4226138400","https://openalex.org/W3049463507","https://openalex.org/W2370669686","https://openalex.org/W2645942849"],"abstract_inverted_index":{"Predicting":[0],"stock":[1,20,54,71,96],"movements":[2],"is":[3,22],"a":[4,86],"valuable":[5,41],"research":[6],"field":[7],"that":[8,91,159],"can":[9,36],"help":[10],"investors":[11],"earn":[12],"more":[13],"profits.":[14],"As":[15],"with":[16,43,52],"time\u2010series":[17],"data,":[18,121],"the":[19,25,75,81,100,108,127,148],"market":[21,55],"time\u2010dependent":[23],"and":[24,48,70,73,95,111,130],"value":[26],"of":[27,103,119,133,144,150],"historical":[28,93],"information":[29,42,135],"may":[30],"decrease":[31],"over":[32],"time.":[33],"Accurate":[34],"prediction":[35],"be":[37],"achieved":[38],"by":[39],"mining":[40],"words":[44],"on":[45],"social":[46],"platforms":[47],"further":[49],"integrating":[50],"it":[51],"actual":[53,155],"conditions.":[56],"However,":[57],"many":[58],"methods":[59],"still":[60],"cannot":[61],"effectively":[62],"dig":[63],"deep":[64],"into":[65],"hidden":[66],"information,":[67],"integrate":[68],"text":[69,94],"prices,":[72],"ignore":[74],"temporal":[76,101],"dependence.":[77],"Therefore,":[78],"to":[79,98,136],"solve":[80],"above":[82],"problems,":[83],"we":[84],"propose":[85],"transformer\u2010based":[87],"attention":[88,112],"network":[89],"framework":[90],"uses":[92],"prices":[97],"capture":[99],"dependence":[102],"financial":[104,120,128],"data.":[105],"Among":[106],"them,":[107],"transformer":[109],"model":[110,161],"mechanism":[113],"are":[114],"used":[115],"for":[116],"feature":[117],"extraction":[118],"which":[122],"has":[123,162],"fewer":[124],"applications":[125],"in":[126],"field,":[129],"effective":[131],"analysis":[132],"key":[134],"achieve":[137],"an":[138],"accurate":[139],"prediction.":[140],"A":[141],"large":[142],"number":[143],"experiments":[145],"have":[146],"proved":[147],"effectiveness":[149],"our":[151,160],"proposed":[152],"method.":[153],"The":[154],"simulation":[156],"experiment":[157],"verifies":[158],"practical":[163],"application":[164],"value.":[165]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1}],"updated_date":"2026-06-06T09:05:17.133730","created_date":"2025-10-10T00:00:00"}
