Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction

This is a TensorFlow implementation of Multi-GCGRU in the following paper: Jiexia Ye, Juanjuan Zhao, Kejiang Ye, Chengzhong Xu, Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction, ICPR 2020.

Requirements

• numpy>=1.12.1
• pandas>=1.1.2
• tensorflow>=2.3.0
• python>=3.6.0

Citation

If you find this repository useful in your research, please cite the following paper:

@INPROCEEDINGS{9412695,  
author={Ye, Jiexia and Zhao, Juanjuan and Ye, Kejiang and Xu, Chengzhong},  
booktitle={2020 25th International Conference on Pattern Recognition (ICPR)},   
title={Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction},   
year={2021}, 
pages={6702-6709}}