47 citations · 194 across the 36 of their papers we have counts for
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q-fin.ST2023★ 1 cited
Microstructure-Empowered Stock Factor Extraction and Utilization
Xianfeng Jiao, Zizhong Li, Chang Xu +3
High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information…
q-fin.ST2021★ 23 cited
HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information
Wentao Xu, Weiqing Liu, Lewen Wang +4
Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices…
q-fin.ST2021★ 47 cited
REST: Relational Event-driven Stock Trend Forecasting
Wentao Xu, Weiqing Liu, Chang Xu +3
Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized…