A Novel Heterogeneous Attention-Based Temporal Graph Neural Network for Forecasting Short-Term Trading Liquidity Patterns in the Stock Market

SHEN Hanlei, GE Shaohua, ZHANG Hu

Journal of Systems Science and Mathematical Sciences ›› 2026, Vol. 46 ›› Issue (9) : 2860-2875.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2026, Vol. 46 ›› Issue (9) : 2860-2875. DOI: 10.12341/jssms250543

A Novel Heterogeneous Attention-Based Temporal Graph Neural Network for Forecasting Short-Term Trading Liquidity Patterns in the Stock Market

  • SHEN Hanlei1, GE Shaohua1, ZHANG Hu1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2026, 46(9): 2860-2875 https://doi.org/10.12341/jssms250543

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