Relation-aware dynamic attributed graph attention network for stocks recommendation

The inherent properties of the graph structure of the financial market and the correlation attributes that actually exist in the system inspire us to introduce the concept of the graph to solve the problem of prediction and recommendation in the financial sector. In this paper, we are adhering to the idea of recommending high return ratio stocks and put forward an attributed graph attention network model based on the correlation information, with encoded timing characteristics derived from time series module and global information originating from the stacked graph neural network(GNN) based models, which we called Relation-aware Dynamic Attributed Graph Attention Network (RA-AGAT). On this basis, we have verified the practicality and applicability of the application of graph models in finance. Our innovative structure first captures the local correlation topology information and then introduce a stacked graph neural network structure to recommend Top-N return ratio of stock items. Experiments on the real China A-share market demonstrate that the RA-AGAT architecture is capable of surpassing the previously applicable methods in the prediction and recommendation of stock return ratio. (c) 2021 Elsevier Ltd. All rights reserved.