How do financial time series enhance the detection of news significance in market movements? A study using graph neural networks with heterogeneous representations
Ivan J. Reis Filho; Marcos P. S. Gôlo; Ricardo M. Marcacini; Solange O. Rezende
- Published
- Publisher
- Springer Science and Business Media LLC
- Journal / collection
- Neural Computing and Applications
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1007/s00521-024-10418-5
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Cite this source
Ivan J. Reis Filho; Marcos P. S. Gôlo; Ricardo M. Marcacini; Solange O. Rezende. How do financial time series enhance the detection of news significance in market movements? A study using graph neural networks with heterogeneous representations. Neural Computing and Applications. 2024-11-20. https://doi.org/10.1007/s00521-024-10418-5