{"id":"https://openalex.org/W4414360259","doi":"https://doi.org/10.24963/ijcai.2025/837","title":"COGRASP: Co-Occurrence Graph Based Stock Price Forecasting","display_name":"COGRASP: Co-Occurrence Graph Based Stock Price Forecasting","publication_year":2025,"publication_date":"2025-09-01","ids":{"openalex":"https://openalex.org/W4414360259","doi":"https://doi.org/10.24963/ijcai.2025/837"},"language":"en","primary_location":{"id":"doi:10.24963/ijcai.2025/837","is_oa":false,"landing_page_url":"https://doi.org/10.24963/ijcai.2025/837","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/154206","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018105688","display_name":"Zhengze Li","orcid":"https://orcid.org/0000-0002-6188-8301"},"institutions":[{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Zhengze Li","raw_affiliation_strings":["Institute of Computer Science, University of G\u00f6ttingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computer Science, University of G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090416824","display_name":"Zilin Song","orcid":null},"institutions":[{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Zilin Song","raw_affiliation_strings":["Institute of Computer Science, University of G\u00f6ttingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computer Science, University of G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060022417","display_name":"Tingting Yuan","orcid":"https://orcid.org/0000-0002-9238-064X"},"institutions":[{"id":"https://openalex.org/I2800230563","display_name":"IMC University of Applied Sciences Krems","ror":"https://ror.org/00eaycp31","country_code":"AT","type":"education","lineage":["https://openalex.org/I2800230563"]},{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["AT","DE"],"is_corresponding":false,"raw_author_name":"Tingting Yuan","raw_affiliation_strings":["Institute of Computer Science, University of G\u00f6ttingen, Germany","Institute of Digitalisation and Informatics, IMC Krems University of Applied Sciences, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computer Science, University of G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]},{"raw_affiliation_string":"Institute of Digitalisation and Informatics, IMC Krems University of Applied Sciences, Austria","institution_ids":["https://openalex.org/I2800230563"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018318168","display_name":"Xiaoming Fu","orcid":"https://orcid.org/0000-0002-8012-4753"},"institutions":[{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Xiaoming Fu","raw_affiliation_strings":["Institute of Computer Science, University of G\u00f6ttingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computer Science, University of G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"7527","last_page":"7535"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9926999807357788,"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":0.9926999807357788,"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":0.9531000256538391,"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/stock","display_name":"Stock (firearms)","score":0.6299999952316284},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.5083000063896179},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.39730000495910645},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.32679998874664307},{"id":"https://openalex.org/keywords/cost-price","display_name":"Cost price","score":0.29499998688697815}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6299999952316284},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5932999849319458},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.5083000063896179},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4375999867916107},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42480000853538513},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.39730000495910645},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.32679998874664307},{"id":"https://openalex.org/C47143671","wikidata":"https://www.wikidata.org/wiki/Q1450203","display_name":"Cost price","level":4,"score":0.29499998688697815},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2888999879360199},{"id":"https://openalex.org/C4679612","wikidata":"https://www.wikidata.org/wiki/Q866298","display_name":"Aggregate (composite)","level":2,"score":0.26570001244544983},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.2632000148296356},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.25440001487731934}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.24963/ijcai.2025/837","is_oa":false,"landing_page_url":"https://doi.org/10.24963/ijcai.2025/837","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"},{"id":"pmh:oai:publications.goettingen-research-online.de:2/162427","is_oa":true,"landing_page_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/154206","pdf_url":null,"source":{"id":"https://openalex.org/S4306401634","display_name":"GoeScholar  The Publication Server of the Georg-August-Universit\u00e4t G\u00f6ttingen (Georg-August-Universit\u00e4t G\u00f6ttingen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210122495","host_organization_name":"Asklepios Klinik St. Georg","host_organization_lineage":["https://openalex.org/I4210122495"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:publications.goettingen-research-online.de:2/162427","is_oa":true,"landing_page_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/154206","pdf_url":null,"source":{"id":"https://openalex.org/S4306401634","display_name":"GoeScholar  The Publication Server of the Georg-August-Universit\u00e4t G\u00f6ttingen (Georg-August-Universit\u00e4t G\u00f6ttingen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210122495","host_organization_name":"Asklepios Klinik St. Georg","host_organization_lineage":["https://openalex.org/I4210122495"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Forecasting":[0],"stock":[1,15,51,56,99],"prices":[2],"is":[3],"complex":[4],"and":[5,30,38,69,82],"challenging.":[6],"Uncovering":[7],"correlations":[8],"among":[9],"stocks":[10],"has":[11],"proven":[12],"to":[13,84],"enhance":[14],"price":[16,52,91],"forecasting.":[17],"However,":[18],"existing":[19],"correlation":[20],"discovery":[21],"methods,":[22,26],"such":[23,65],"as":[24,66],"concept-based":[25],"are":[27],"slow,":[28],"inaccurate,":[29],"limited":[31],"by":[32,60],"their":[33],"reliance":[34],"on":[35],"predefined":[36],"concepts":[37],"manual":[39],"analysis.":[40],"In":[41,94],"this":[42],"paper,":[43],"we":[44,73],"propose":[45],"COGRASP,":[46],"a":[47],"novel":[48],"approach":[49],"for":[50],"forecasting":[53,92],"that":[54],"constructs":[55],"co-occurrence":[57],"graphs":[58],"automatically":[59],"analyzing":[61],"rapidly":[62],"updated":[63],"sources":[64],"reports,":[67],"newspapers,":[68],"social":[70],"media.":[71],"Besides,":[72],"aggregate":[74],"forecasts":[75],"across":[76],"multiple":[77],"timescales":[78],"(i.e.,":[79],"long-,":[80],"medium-,":[81],"short-term)":[83],"capture":[85],"multi-timescale":[86],"trends":[87],"fluctuations,":[88],"thereby":[89],"enhancing":[90],"accuracy.":[93],"experiments":[95],"with":[96],"real-world":[97],"open-source":[98],"market":[100],"data,":[101],"COGRASP":[102],"outperforms":[103],"state-of-the-art":[104],"methods.":[105]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
