Using Kernel Method to Include Firm Correlation for Stock Price Prediction

Table 2

Model description.

Abbreviation	Description
AGKN	Attention-based graph kernel network
AGKN-K	AGKN without the kernel method (K)
AGKN-G	AGKN without the graphing learning method(G)
AGKN-S	AGKN without stock-axis attention(S)
AGKN-T	AGKN without time-axis attention(T)
A-BiLSTM	An attention-LSTM model (state-of-the-art model) [34]
LSTNet	A deep neural network, which combines convolutional and recurrent neural network [35]
KNN	A model which integrates the kernel method and deep neural networks [31]