Research Article
Predicting Stock Market Volatility from Candlestick Charts: A Multiple Attention Mechanism Graph Neural Network Approach
| Symbols | Definitions 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 |
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