{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,8,5]],"date-time":"2025-08-05T12:33:07Z","timestamp":1754397187442,"version":"3.28.0"},"reference-count":30,"publisher":"IEEE","license":[{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019,5]]},"DOI":"10.1109\/cifer.2019.8759115","type":"proceedings-article","created":{"date-parts":[[2019,7,11]],"date-time":"2019-07-11T20:20:20Z","timestamp":1562876420000},"page":"1-7","source":"Crossref","is-referenced-by-count":6,"title":["Stock Volatility Prediction Based on Self-attention Networks with Social Information"],"prefix":"10.1109","author":[{"given":"Jie","family":"Zheng","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Andi","family":"Xia","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Lin","family":"Shao","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tao","family":"Wan","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zengchang","family":"Qin","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref30","first-page":"3104","article-title":"Sequence to sequence learning with neural networks","author":"sutskever","year":"2014","journal-title":"Advances in neural information processing systems"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2007.04.126"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-72395-0_132"},{"key":"ref12","first-page":"15","article-title":"Limited Attention and Stock Performance: An Empirical Study Using Baidu Index as the Proxy for Investor Attention","volume":"8","author":"bing","year":"2012","journal-title":"Journal of Financial Research"},{"key":"ref13","first-page":"2710","article-title":"Stock AssIstant: A Stock AI Assistant for Reliability Modeling of Stock Comments","author":"zhang","year":"2018","journal-title":"ACM SIGKDD International Conference on Knowledge Discovery and Data Mining"},{"key":"ref14","first-page":"2327","article-title":"Deep learning for event-driven stock prediction","author":"ding","year":"2015","journal-title":"IJCAI"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/P16-2034"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1007\/s13278-018-0530-1"},{"key":"ref17","first-page":"5998","article-title":"Attention is all you need","author":"vaswani","year":"2017","journal-title":"Advances in neural information processing systems"},{"journal-title":"Thorie de la spculation","year":"1900","author":"bachelier","key":"ref18"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1111\/1540-6261.00556"},{"journal-title":"Generating wikipedia by summarizing long sequences","year":"2018","author":"liu","key":"ref28"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1177\/0894439312448037"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2004.00662.x"},{"key":"ref3","first-page":"24","article-title":"Exploiting topic based twitter sentiment for stock prediction","volume":"2","author":"si","year":"2013","journal-title":"Proceedings of the 51st Annual Meeting of the Association for Computational Linguistics (Volume 2 Short Papers)"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2007.01262.x"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.18653\/v1\/P18-1249"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/72.728395"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1093\/0195161211.001.0001"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1970.tb00518.x"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1016\/j.sbspro.2011.10.562"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.5815\/ijieeb.2018.02.05"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jocs.2010.12.007"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-036X.2013.12007.x"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/S0360-8352(02)00036-0"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2014.12.003"},{"journal-title":"Deep learning in finance","year":"2016","author":"heaton","key":"ref24"},{"journal-title":"On feature reduction using deep learning for trend prediction in finance","year":"2017","author":"troiano","key":"ref23"},{"key":"ref26","first-page":"3111","article-title":"Distributed representations of words and phrases and their compositionality","author":"mikolov","year":"2013","journal-title":"InAdvances in Neural Information Processing Systems"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"}],"event":{"name":"2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","start":{"date-parts":[[2019,5,4]]},"location":"Shenzhen, China","end":{"date-parts":[[2019,5,5]]}},"container-title":["2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8753112\/8759054\/08759115.pdf?arnumber=8759115","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,7,14]],"date-time":"2022-07-14T23:23:30Z","timestamp":1657841010000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8759115\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5]]},"references-count":30,"URL":"https:\/\/doi.org\/10.1109\/cifer.2019.8759115","relation":{},"subject":[],"published":{"date-parts":[[2019,5]]}}}