Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction.

@inproceedings{xiang-2022-temporal, author = {Sheng Xiang and Dawei Cheng and Chencheng Shang and Ying Zhang and Yuqi Liang}, editor = {Mohammad Al Hasan and Li Xiong}, title = {{Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction}}, booktitle = {{Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022}}, pages = {3584--3593}, publisher = {ACM}, year = {2022}, url = {https://doi.org/10.1145/3511808.3557089}, doi = {https://doi.org/10.1145/3511808.3557089} }