用双超图网络捕捉股市时序因果与全局关系，提升预测精准度。

Stock trend prediction is crucial for profitable trading strategies and portfolio management yet remains challenging due to market volatility, complex temporal dynamics and multifaceted inter-stock relationships. Existing methods struggle to effectively capture temporal dependencies and dynamic inter-stock interactions, often neglecting cross-sectional market influences, relying on static correlations, employing uniform treatments of nodes and edges, and conflating diverse relationships. This work introduces MaGNet, a novel Mamba dual-hyperGraph Network for stock prediction, integrating three key innovations: (1) a MAGE block, which leverages bidirectional Mamba with adaptive gating mechanisms for contextual temporal modeling and integrates a sparse Mixture-of-Experts layer to enable dynamic adaptation to diverse market conditions, alongside multi-head attention for capturing global dependencies; (2) Feature-wise and Stock-wise 2D Spatiotemporal Attention modules enable precise fusion of multivariate features and cross-stock dependencies, effectively enhancing informativeness while preserving intrinsic data structures, bridging temporal modeling with relational reasoning; and (3) a dual hypergraph framework consisting of the Temporal-Causal Hypergraph (TCH) that captures fine-grained causal dependencies with temporal constraints, and Global Probabilistic Hypergraph (GPH) that models market-wide patterns through soft hyperedge assignments and Jensen-Shannon Divergence weighting mechanism, jointly disentangling localized temporal influences from instantaneous global structures for multi-scale relational learning. Extensive experiments on six major stock indices demonstrate MaGNet outperforms state-of-the-art methods in both superior predictive performance and exceptional investment returns with robust risk management capabilities. Codes available at: https://github.com/PeilinTime/MaGNet.