Promoting Financial Market Development-Financial Stock Classification Using Graph Convolutional Neural Networks

被引:6
|
作者
Xu, Huize [1 ]
Zhang, Yuhang [1 ]
Xu, Yaoqun [1 ,2 ]
机构
[1] Harbin Univ Commerce, Sch Comp & Informat Engn, Harbin 150028, Peoples R China
[2] Harbin Univ Commerce, Inst Syst Engn, Harbin 150028, Peoples R China
关键词
Convolutional neural networks; Training; Computational modeling; Deep learning; Industries; Text categorization; Stock markets; Graph neural network; financial field; graph convolutional neural network; node classification;
D O I
10.1109/ACCESS.2023.3275085
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
According to surveys, one in seven people in China are involved in stock trading, and the role of stocks in the global economy is growing. In terms of the entire stock market, the Chinese market alone has over 4000 stocks. Faced with a chaotic and diverse assortment of stocks, it is necessary to categorize them. On the one hand, it can facilitate stock market research, and on the other, it can make it easier for stockholders to purchase shares. The graph convolutional neural network-based SK-GCN model developed in this paper delivers excellent results in the categorization of stock classes. This model employs two layers of convolutional layers and activation functions to effectively categorize stocks by incorporating external nodes to expand stock features and drawing inspiration from short text classification. This strategy is highly innovative and produces promising outcomes. In this paper, we constructed the dataset by crawling the information of all stocks listed on the GEM of Oriental Fortune website. We achieved an accuracy of 83.04% and a macro-F1 value of 0.8303 under the assumption of small sample training, and its classification effect is significantly superior to other classification models.
引用
收藏
页码:49289 / 49299
页数:11
相关论文
共 50 条
  • [41] Flotation froth image classification using convolutional neural networks
    Zarie, M.
    Jahedsaravani, A.
    Massinaei, M.
    MINERALS ENGINEERING, 2020, 155
  • [42] Wheel Classification Using Convolutional Neural Networks
    Nie, Yuncong
    Xia, Siyu
    Wu, Yu
    PROCEEDINGS 2018 33RD YOUTH ACADEMIC ANNUAL CONFERENCE OF CHINESE ASSOCIATION OF AUTOMATION (YAC), 2018, : 515 - 520
  • [43] Using Convolutional Neural Networks for Emoticon Classification
    Burnik, K.
    Knezevic, D. Bjelobrk
    2019 42ND INTERNATIONAL CONVENTION ON INFORMATION AND COMMUNICATION TECHNOLOGY, ELECTRONICS AND MICROELECTRONICS (MIPRO), 2019, : 1614 - 1618
  • [44] Malware Binary Image Classification Using Convolutional Neural Networks
    Kiger, John
    Ho, Shen-Shyang
    Heydari, Vahid
    PROCEEDINGS OF THE 17TH INTERNATIONAL CONFERENCE ON CYBER WARFARE AND SECURITY (ICCWS 2022), 2022, : 469 - 478
  • [45] Electricity Theft Detection Using Euclidean and Graph Convolutional Neural Networks
    Liao, Wenlong
    Yang, Zhe
    Liu, Kuangpu
    Zhang, Bin
    Chen, Xinxin
    Song, Runan
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2023, 38 (04) : 3514 - 3527
  • [46] Sentiment Classification Using Convolutional Neural Networks
    Kim, Hannah
    Jeong, Young-Seob
    APPLIED SCIENCES-BASEL, 2019, 9 (11):
  • [47] Leukocytes Image Classification Using Optimized Convolutional Neural Networks
    Hosseini, Maryam
    Bani-Hani, Dana
    Lam, Sarah S.
    EXPERT SYSTEMS WITH APPLICATIONS, 2022, 205
  • [48] Applying Convolutional Neural Networks to Stock Market Forecasting - A Case Study of Stock Volume Prediction
    Rudawska, Iga
    Wojarnik, Grzegorz
    EMERGING CHALLENGES IN INTELLIGENT MANAGEMENT INFORMATION SYSTEMS, ECAI 2023-IMIS 2023 WORKSHOP, 2024, 1079 : 97 - 108
  • [49] Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach
    Sezer, Omer Berat
    Ozbayoglu, Ahmet Murat
    APPLIED SOFT COMPUTING, 2018, 70 : 525 - 538
  • [50] Node classification using kernel propagation in graph neural networks
    Prakash, Sakthi Kumar Arul
    Tucker, Conrad S.
    EXPERT SYSTEMS WITH APPLICATIONS, 2021, 174