arXiv:2502.10776cs.LGcs.AI2025-02被引 4

用未来信息指导历史学习,提升股票趋势预测准确率

A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction

  • 通过师生模型迭代训练,捕捉历史与未来数据的分布关联
  • 在两个真实数据集上达到当前最优预测性能
  • 适合关注金融时序建模与自监督学习的研究者

股票趋势预测旨在通过分析历史数据和各类市场指标来预判未来价格走势。随着机器学习的发展,图神经网络(GNN)因其强大的时空依赖捕捉能力,被广泛应用于股票预测。然而,现有GNN方法仅关注历史时空依赖,忽视了历史与未来模式之间的关联,导致性能提升有限。为此,本文提出一种基于知识蒸馏的未来感知图神经网络框架(DishFT-GNN)。该框架通过迭代训练教师模型与学生模型,使教师模型学习历史与未来数据分布变化间的相关性,并将此作为中间监督信号,引导学生模型生成具有未来感知能力的时空嵌入,以实现更精准的预测。在两个真实世界数据集上的大量实验验证了DishFT-GNN的先进性能。

原文摘要 · Abstract (English)

Stock trend prediction involves forecasting the future price movements by analyzing historical data and various market indicators. With the advancement of machine learning, graph neural networks (GNNs) have been extensively employed in stock prediction due to their powerful capability to capture spatiotemporal dependencies of stocks. However, despite the efforts of various GNN stock predictors to enhance predictive performance, the improvements remain limited, as they focus solely on analyzing historical spatiotemporal dependencies, overlooking the correlation between historical and future patterns. In this study, we propose a novel distillation-based future-aware GNN framework (DishFT-GNN) for stock trend prediction. Specifically, DishFT-GNN trains a teacher model and a student model, iteratively. The teacher model learns to capture the correlation between distribution shifts of historical and future data, which is then utilized as intermediate supervision to guide the student model to learn future-aware spatiotemporal embeddings for accurate prediction. Through extensive experiments on two real-world datasets, we verify the state-of-the-art performance of DishFT-GNN.

股票预测图神经网络知识蒸馏时序建模

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