Research Article
A Static-Dynamic Hypergraph Neural Network Framework Based on Residual Learning for Stock Recommendation
Table 2
Ranking performance of different methods on the NASDAQ and NYSE datasets when considering different numbers of N.
| Model | NASDAQ | NYSE | IC (↑) | Rank IC (↑) | Precision@N (↑) | IC (↑) | Rank IC (↑) | Precision@N (↑) | Top3 | Top5 | Top10 | Top30 | Top3 | Top5 | Top10 | Top30 |
| MLP | 0.023 | 0.015 | 49.45 | 48.43 | 46.32 | 44.16 | 0.021 | 0.013 | 49.04 | 47.72 | 47.93 | 45.28 | SFM | 0.027 | 0.022 | 51.19 | 50.42 | 50.21 | 49.92 | 0.024 | 0.024 | 51.19 | 51.05 | 50.22 | 49.57 | GRU | 0.031 | 0.029 | 52.74 | 51.86 | 50.43 | 50.13 | 0.031 | 0.028 | 52.17 | 51.47 | 51.44 | 50.93 | LSTM | 0.030 | 0.027 | 51.65 | 51.22 | 50.73 | 50.18 | 0.030 | 0.027 | 51.75 | 51.52 | 50.89 | 50.48 | ALSTM | 0.036 | 0.034 | 53.79 | 52.03 | 51.98 | 51.39 | 0.036 | 0.035 | 53.03 | 52.33 | 50.71 | 50.30 | Transformer | 0.029 | 0.026 | 51.58 | 51.19 | 50.30 | 50.08 | 0.030 | 0.027 | 52.02 | 51.17 | 50.63 | 50.19 | ALSTM + TRA | 0.040 | 0.040 | 54.02 | 53.49 | 53.41 | 52.86 | 0.039 | 0.038 | 53.95 | 53.52 | 52.96 | 52.24 |
| GATs | 0.038 | 0.037 | 53.87 | 53.21 | 52.48 | 52.09 | 0.038 | 0.038 | 53.87 | 53.62 | 52.89 | 51.72 | HIST | 0.042 | 0.041 | 54.71 | 54.15 | 53.43 | 53.02 | 0.047 | 0.045 | 55.14 | 55.08 | 54.81 | 53.97 |
| SD-RL | 0.044 | 0.044 | 55.28 | 55.34 | 54.85 | 54.43 | 0.047 | 0.046 | 55.68 | 55.41 | 54.84 | 53.83 |
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The best result in terms of each metric is indicated in bold.
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