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Knowl. Discov. Data"],"published-print":{"date-parts":[[2022,2,28]]},"abstract":"<jats:p>The stock market investors aim at maximizing their investment returns. Stock recommendation task is to recommend stocks with higher return ratios for the investors. Most stock prediction methods study the historical sequence patterns to predict stock trend or price in the near future. In fact, the future price of a stock is correlated not only with its historical price, but also with other stocks. In this article, we take into account the relationships between stocks (corporations) by stock relation graph. Furthermore, we propose a Time-aware Relational Attention Network (TRAN) for graph-based stock recommendation according to return ratio ranking. In TRAN, the time-aware relational attention mechanism is designed to capture time-varying correlation strengths between stocks by the interaction of historical sequences and stock description documents. With the dynamic strengths, the nodes of the stock relation graph aggregate the features of neighbor stock nodes by graph convolution operation. For a given group of stocks, the proposed TRAN model can output the ranking results of stocks according to their return ratios. The experimental results on several real-world datasets demonstrate the effectiveness of our TRAN for stock recommendation.<\/jats:p>","DOI":"10.1145\/3451397","type":"journal-article","created":{"date-parts":[[2021,7,20]],"date-time":"2021-07-20T21:06:18Z","timestamp":1626815178000},"page":"1-21","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":27,"title":["Graph-Based Stock Recommendation by Time-Aware Relational Attention Network"],"prefix":"10.1145","volume":"16","author":[{"given":"Jianliang","family":"Gao","sequence":"first","affiliation":[{"name":"School of Computer Science and Engineering, Central South University Changsha China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Xiaoting","family":"Ying","sequence":"additional","affiliation":[{"name":"School of Computer Science and Engineering, Central South University Changsha China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Cong","family":"Xu","sequence":"additional","affiliation":[{"name":"School of Computer Science and Engineering, Central South University Changsha China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jianxin","family":"Wang","sequence":"additional","affiliation":[{"name":"School of Computer Science and Engineering, Central South University Changsha China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shichao","family":"Zhang","sequence":"additional","affiliation":[{"name":"School of Computer Science and Engineering, Central South University Changsha China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Zhao","family":"Li","sequence":"additional","affiliation":[{"name":"Alibaba Group Hangzhou China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2021,7,20]]},"reference":[{"key":"e_1_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1145\/3309547"},{"key":"e_1_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1145\/3308560.3317701"},{"key":"e_1_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1145\/2940329"},{"key":"e_1_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.future.2013.09.025"},{"key":"e_1_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1145\/3182382"},{"key":"e_1_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1145\/3333028"},{"key":"e_1_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1145\/3184454"},{"key":"e_1_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1145\/3359554"},{"key":"e_1_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2019.12.087"},{"key":"e_1_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1145\/3097983.3098117"},{"key":"e_1_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1145\/3269206.3269286"},{"key":"e_1_2_1_12_1","first-page":"18","volume-title":"Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics. 1970\u20131979","author":"Xu Y.","year":"1865","unstructured":"Y. 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