MF-DAT: a stock trend prediction of the double-graph attention network based on multisource information fusion

Abstract

Stock forecasting research, which aims to predict the future price movement of stocks, has been the focus of investors and scholars. This is important for practical applications related to human-centric computing and information sciences. Previous research has generally only considered market information other than the relationship between stocks, and it is challenging to learn a better representation of stock characteristics by considering the relationship between stocks. In the existing methods of combining market information with stock relationship modeling, most of them use predefined industry relationships to construct stock relationship diagrams, which inevitably ignores the potential interactions between stocks, especially the hidden relationships between stock groups. To this end, a new dual-graph attention model (MF-DAT) based on multisource information fusion is designed. Specifically, first, multiple features are fused by the LMF module, then the long-term and short-term state characteristics of stocks are learned through the first layer of the graph attention layer, and finally the node representation of the stock relationship network constructed by the mining stock cluster structure through community detection is updated. Our model takes into account both stock time-series information and potential relationships between stocks. Experiments on the S &P 500 and NASDAQ datasets show that our MF-DAT has better performance than the 8 SOTA methods that are now more popular.