{"id":"https://openalex.org/W4413300380","doi":"https://doi.org/10.3390/sym17081344","title":"FSTGAT: Financial Spatio-Temporal Graph Attention Network for Non-Stationary Financial Systems and Its Application in Stock Price Prediction","display_name":"FSTGAT: Financial Spatio-Temporal Graph Attention Network for Non-Stationary Financial Systems and Its Application in Stock Price Prediction","publication_year":2025,"publication_date":"2025-08-17","ids":{"openalex":"https://openalex.org/W4413300380","doi":"https://doi.org/10.3390/sym17081344"},"language":"en","primary_location":{"id":"doi:10.3390/sym17081344","is_oa":true,"landing_page_url":"https://doi.org/10.3390/sym17081344","pdf_url":"https://www.mdpi.com/2073-8994/17/8/1344/pdf?version=1755436698","source":{"id":"https://openalex.org/S190787756","display_name":"Symmetry","issn_l":"2073-8994","issn":["2073-8994"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Symmetry","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2073-8994/17/8/1344/pdf?version=1755436698","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Ze-Lin Wei","orcid":"https://orcid.org/0009-0007-5258-4318"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Ze-Lin Wei","raw_affiliation_strings":["Department of Mathematics, College of Science, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong SAR 999077, China"],"raw_orcid":"https://orcid.org/0009-0007-5258-4318","affiliations":[{"raw_affiliation_string":"Department of Mathematics, College of Science, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong SAR 999077, China","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112011498","display_name":"Hong-Yu An","orcid":null},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210145761","display_name":"Shenzhen Institutes of Advanced Technology","ror":"https://ror.org/04gh4er46","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210145761"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hong-Yu An","raw_affiliation_strings":["Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences, Shenzhen 518055, China"],"raw_orcid":"https://orcid.org/0009-0009-7779-7824","affiliations":[{"raw_affiliation_string":"Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences, Shenzhen 518055, China","institution_ids":["https://openalex.org/I4210145761","https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yao Yao","orcid":"https://orcid.org/0009-0008-2530-981X"},"institutions":[{"id":"https://openalex.org/I4210165165","display_name":"Anshan Hospital","ror":"https://ror.org/05p2t9n36","country_code":"CN","type":"healthcare","lineage":["https://openalex.org/I4210165165"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yao Yao","raw_affiliation_strings":["Shenzhen Nanshan Experimental Education Group, OCT Senior High School, Shenzhen 518058, China"],"raw_orcid":"https://orcid.org/0009-0008-2530-981X","affiliations":[{"raw_affiliation_string":"Shenzhen Nanshan Experimental Education Group, OCT Senior High School, Shenzhen 518058, China","institution_ids":["https://openalex.org/I4210165165"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5107907739","display_name":"W. Su","orcid":null},"institutions":[{"id":"https://openalex.org/I4210089559","display_name":"Shenzhen Metro (China)","ror":"https://ror.org/008hpge95","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210089559"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wei-Cong Su","raw_affiliation_strings":["Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China"],"raw_orcid":"https://orcid.org/0009-0009-6512-2125","affiliations":[{"raw_affiliation_string":"Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China","institution_ids":["https://openalex.org/I4210089559"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Guo Li","orcid":"https://orcid.org/0000-0002-4431-7857"},"institutions":[{"id":"https://openalex.org/I4210089559","display_name":"Shenzhen Metro (China)","ror":"https://ror.org/008hpge95","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210089559"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guo Li","raw_affiliation_strings":["Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China"],"raw_orcid":"https://orcid.org/0000-0002-4431-7857","affiliations":[{"raw_affiliation_string":"Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China","institution_ids":["https://openalex.org/I4210089559"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062458322","display_name":"Saifullah","orcid":null},"institutions":[{"id":"https://openalex.org/I4210089559","display_name":"Shenzhen Metro (China)","ror":"https://ror.org/008hpge95","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210089559"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Saifullah","raw_affiliation_strings":["Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China"],"raw_orcid":"https://orcid.org/0000-0003-3295-0388","affiliations":[{"raw_affiliation_string":"Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China","institution_ids":["https://openalex.org/I4210089559"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Bi-Feng Sun","orcid":"https://orcid.org/0009-0004-0677-8902"},"institutions":[{"id":"https://openalex.org/I4210089559","display_name":"Shenzhen Metro (China)","ror":"https://ror.org/008hpge95","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210089559"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bi-Feng Sun","raw_affiliation_strings":["Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China"],"raw_orcid":"https://orcid.org/0009-0004-0677-8902","affiliations":[{"raw_affiliation_string":"Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China","institution_ids":["https://openalex.org/I4210089559"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010647258","display_name":"Mujiangshan Wang","orcid":"https://orcid.org/0000-0003-0950-4558"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210089559","display_name":"Shenzhen Metro (China)","ror":"https://ror.org/008hpge95","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210089559"]},{"id":"https://openalex.org/I4210145761","display_name":"Shenzhen Institutes of Advanced Technology","ror":"https://ror.org/04gh4er46","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210145761"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Mu-Jiang-Shan Wang","raw_affiliation_strings":["Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences, Shenzhen 518055, China","Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China"],"raw_orcid":"https://orcid.org/0000-0003-0950-4558","affiliations":[{"raw_affiliation_string":"Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences, Shenzhen 518055, China","institution_ids":["https://openalex.org/I4210145761","https://openalex.org/I19820366"]},{"raw_affiliation_string":"Shenzhen Kaihong Digital Industry Development Co., Ltd., Shenzhen 518000, China","institution_ids":["https://openalex.org/I4210089559"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":8,"corresponding_author_ids":["https://openalex.org/A5010647258"],"corresponding_institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210089559","https://openalex.org/I4210145761"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":8.3452,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.97547182,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":"17","issue":"8","first_page":"1344","last_page":"1344"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9939000010490417,"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/finance","display_name":"Finance","score":0.4690582752227783},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.45939940214157104},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43051326274871826},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.42941510677337646},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.32740867137908936},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.12847065925598145}],"concepts":[{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4690582752227783},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.45939940214157104},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43051326274871826},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.42941510677337646},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.32740867137908936},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.12847065925598145},{"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/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3390/sym17081344","is_oa":true,"landing_page_url":"https://doi.org/10.3390/sym17081344","pdf_url":"https://www.mdpi.com/2073-8994/17/8/1344/pdf?version=1755436698","source":{"id":"https://openalex.org/S190787756","display_name":"Symmetry","issn_l":"2073-8994","issn":["2073-8994"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Symmetry","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.3390/sym17081344","is_oa":true,"landing_page_url":"https://doi.org/10.3390/sym17081344","pdf_url":"https://www.mdpi.com/2073-8994/17/8/1344/pdf?version=1755436698","source":{"id":"https://openalex.org/S190787756","display_name":"Symmetry","issn_l":"2073-8994","issn":["2073-8994"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Symmetry","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4413300380.pdf","grobid_xml":"https://content.openalex.org/works/W4413300380.grobid-xml"},"referenced_works_count":48,"referenced_works":["https://openalex.org/W1028015672","https://openalex.org/W1969852690","https://openalex.org/W1979575715","https://openalex.org/W1988518729","https://openalex.org/W2023240121","https://openalex.org/W2064675550","https://openalex.org/W2166901389","https://openalex.org/W2295598076","https://openalex.org/W2319453305","https://openalex.org/W2558580397","https://openalex.org/W2621501936","https://openalex.org/W2624385633","https://openalex.org/W2756203131","https://openalex.org/W2766470515","https://openalex.org/W2768348081","https://openalex.org/W2885195348","https://openalex.org/W2908623803","https://openalex.org/W2911964244","https://openalex.org/W2936404407","https://openalex.org/W2944851425","https://openalex.org/W2947411064","https://openalex.org/W2990597424","https://openalex.org/W3016960608","https://openalex.org/W3097639538","https://openalex.org/W3103720336","https://openalex.org/W3164783494","https://openalex.org/W3175177406","https://openalex.org/W3196747442","https://openalex.org/W3215602957","https://openalex.org/W4223571007","https://openalex.org/W4385363975","https://openalex.org/W4387761658","https://openalex.org/W4391603909","https://openalex.org/W4392867960","https://openalex.org/W4402619928","https://openalex.org/W4405287420","https://openalex.org/W4406185642","https://openalex.org/W4408238847","https://openalex.org/W4408405564","https://openalex.org/W4408619444","https://openalex.org/W4409167968","https://openalex.org/W4409433684","https://openalex.org/W4410403080","https://openalex.org/W4411092276","https://openalex.org/W4412071259","https://openalex.org/W4412791350","https://openalex.org/W4412798956","https://openalex.org/W6745609711"],"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":{"Accurately":[0],"predicting":[1],"stock":[2,187],"prices":[3],"is":[4,155],"crucial":[5],"for":[6,103,186],"investment":[7],"and":[8,18,40,73,76,110,129,159,192,196,208],"risk":[9,205],"management,":[10],"but":[11],"the":[12,15,19,50,58,85,96,104,126,133,144,152,169,177],"non-stationarity":[13],"of":[14,100,107,132,171,179],"financial":[16,180],"market":[17],"complex":[20],"correlations":[21],"among":[22],"stocks":[23],"pose":[24],"challenges":[25],"to":[26,68,117,175],"traditional":[27],"models":[28],"(ARIMA,":[29],"LSTM,":[30],"XGBoost),":[31],"resulting":[32],"in":[33,35,125,148,189],"difficulties":[34],"effectively":[36],"capturing":[37,199],"dynamic":[38],"patterns":[39],"limited":[41],"prediction":[42,153],"accuracy.":[43],"To":[44],"this":[45,47],"end,":[46],"paper":[48],"proposes":[49],"Financial":[51],"Spatio-Temporal":[52],"Graph":[53,87],"Attention":[54,88],"Network":[55],"(FSTGAT),":[56],"with":[57],"following":[59],"core":[60],"innovations:":[61],"temporal":[62],"modelling":[63],"through":[64],"gated":[65],"causal":[66],"convolution":[67],"avoid":[69],"future":[70],"information":[71],"leakage":[72],"capture":[74,162],"long-":[75],"short-term":[77],"fluctuations;":[78],"enhanced":[79],"spatial":[80],"correlation":[81,198],"learning":[82,106],"by":[83,157],"adopting":[84],"Dynamic":[86],"Mechanism":[89],"(GATv2)":[90],"that":[91,140],"incorporates":[92],"industry":[93,101,197],"information;":[94],"designing":[95],"Multiple-Input-Multiple-Output":[97],"(MIMO)":[98],"architecture":[99],"grouping":[102],"simultaneous":[105],"intra-group":[108],"synergistic":[109],"inter-group":[111],"influence;":[112],"symmetrically":[113],"fusing":[114],"spatio-temporal":[115],"modules":[116],"construct":[118],"a":[119],"hierarchical":[120],"feature":[121],"extraction":[122],"framework.":[123],"Experiments":[124],"commercial":[127],"banking":[128],"metals":[130],"sectors":[131],"New":[134],"York":[135],"Stock":[136],"Exchange":[137],"(NYSE)":[138],"show":[139],"FSTGAT":[141],"significantly":[142],"outperforms":[143],"benchmark":[145],"model,":[146],"especially":[147],"high-volatility":[149],"scenarios,":[150],"where":[151],"error":[154],"reduced":[156],"45\u201369%,":[158],"can":[160,201],"accurately":[161],"price":[163],"turning":[164],"points.":[165],"This":[166],"study":[167],"confirms":[168],"potential":[170],"graph":[172],"neural":[173],"networks":[174],"model":[176],"structure":[178],"interconnections,":[181],"providing":[182],"an":[183],"effective":[184],"tool":[185],"forecasting":[188,194],"non-stationary":[190],"markets,":[191],"its":[193],"accuracy":[195],"ability":[200],"support":[202],"portfolio":[203],"optimization,":[204],"management":[206],"improvement":[207],"supply":[209],"chain":[210],"decision":[211],"guidance.":[212]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}