Authors:
Yunhua Pei
1
;
Jin Zheng
2
and
John Cartlidge
2
Affiliations:
1
School of Computer Science, University of Bristol, U.K.
;
2
School of Engineering Mathematics and Technology, University of Bristol, U.K.
Keyword(s):
Contrastive Learning, Financial Market Forecasting, Graph Neural Networks, Temporal Graph Learning.
Abstract:
Temporal Graph Learning (TGL) is crucial for capturing the evolving nature of stock markets. Traditional methods often ignore the interplay between dynamic temporal changes and static relational structures between stocks. To address this issue, we propose the Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, which integrates dynamic and static graph relations to improve the accuracy of stock trend prediction. Our framework introduces two key components: the Embedding Enhancement (EE) module and the Contrastive Constrained Training (CCT) module. The EE module focuses on dynamically capturing the temporal evolution of stock data, while the CCT module enforces static constraints based on stock relations, refined within contrastive learning. This dual-relation approach allows for a more comprehensive understanding of stock market dynamics. Our experiments on two major U.S. stock market datasets, NASDAQ and NYSE, demonstrate that DGRCL significantly outperforms sta
te-of-the-art TGL baselines. Ablation studies indicate the importance of both modules. Overall, DGRCL not only enhances prediction ability but also provides a robust framework for integrating temporal and relational data in dynamic graphs. Code and data are available for public access.
(More)