Research Article

Predicting Stock Market Volatility from Candlestick Charts: A Multiple Attention Mechanism Graph Neural Network Approach

Table 2

Symbols and description.

SymbolsDefinitions and descriptions

A data graph with a set of vertices, a set of edges, and the feature representation of nodes
The subgraph, consisting of five single-day candlesticks
The edge between node and node
Node feature in the aggregation layer
Weight of node attention between graph nodes and
Edge feature between node and node
Correlation between the graph nodes and
Single-layer feedforward neural network
Weight parameters in graph learning
Weight parameters in attention mechanism