Papers by Weiheng Liao
Causality-Guided Multi-Memory Interaction Network for Multivariate Stock Price Movement Prediction (2023.acl-long)
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| Challenge: | Existing models for stock price movement prediction use auxiliary data, but we assume other stocks should be utilized as auxiliary information to enhance performance. |
| Approach: | They propose a Causality-guided multi-memory interaction network for stock movement prediction which transforms basic attention into Causal Attention by calculating transfer entropy between multivariate stocks. |
| Outcome: | The proposed model outperforms existing models on three real-world datasets from the U.S. and Chinese markets. |