{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,9]],"date-time":"2026-07-09T16:00:56Z","timestamp":1783612856030,"version":"3.55.0"},"publisher-location":"New York, NY, USA","reference-count":27,"publisher":"ACM","license":[{"start":{"date-parts":[[2023,11,6]],"date-time":"2023-11-06T00:00:00Z","timestamp":1699228800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2023,11,6]]},"DOI":"10.1145\/3625007.3627488","type":"proceedings-article","created":{"date-parts":[[2024,3,15]],"date-time":"2024-03-15T15:12:42Z","timestamp":1710515562000},"page":"538-542","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":4,"title":["ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0009-0004-1378-0197","authenticated-orcid":false,"given":"Shengkun","family":"Wang","sequence":"first","affiliation":[{"name":"Virginia Tech, Falls Church, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0009-0001-9641-0463","authenticated-orcid":false,"given":"Yangxiao","family":"Bai","sequence":"additional","affiliation":[{"name":"South Dakota State University, Brookings, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4307-9938","authenticated-orcid":false,"given":"Kaiqun","family":"Fu","sequence":"additional","affiliation":[{"name":"South Dakota State University, Brookings, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0009-0000-8057-1767","authenticated-orcid":false,"given":"Linhan","family":"Wang","sequence":"additional","affiliation":[{"name":"Virginia Tech, Falls Church, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-3675-0199","authenticated-orcid":false,"given":"Chang-Tien","family":"Lu","sequence":"additional","affiliation":[{"name":"Virginia Tech, Falls Church, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9438-3038","authenticated-orcid":false,"given":"Taoran","family":"Ji","sequence":"additional","affiliation":[{"name":"Texas A&M University - Corpus Christi, Corpus Christi, United States"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2024,3,15]]},"reference":[{"key":"e_1_3_2_1_1_1","first-page":"1","volume-title":"Computer & Telecommunication Engineering (ICECTE). IEEE","author":"Billah M.","year":"2016","unstructured":"M. Billah, S. Waheed, and A. Hanifa, \"Stock market prediction using an improved training algorithm of neural network,\" in 2016 2nd International Conference on Electrical, Computer & Telecommunication Engineering (ICECTE). IEEE, 2016, pp. 1--4."},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2015.07.052"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1145\/3309547"},{"key":"e_1_3_2_1_4_1","first-page":"1970 18","volume-title":"Australia: Association for Computational Linguistics","author":"Xu Y.","year":"2018","unstructured":"Y. Xu and S. B. Cohen, \"Stock movement prediction from tweets and historical prices,\" in Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). Melbourne, Australia: Association for Computational Linguistics, Jul. 2018, pp. 1970--1979. [Online]. Available: https:\/\/aclanthology.org\/P18-1183"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-020-05532-z"},{"issue":"1","key":"e_1_3_2_1_6_1","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1111\/jofi.12852","article-title":"Why don't we agree? evidence from a social network of investors","volume":"75","author":"Cookson J. A.","year":"2020","unstructured":"J. A. Cookson and M. Niessner, \"Why don't we agree? evidence from a social network of investors,\" The Journal of Finance, vol. 75, no. 1, pp. 173--228, 2020.","journal-title":"The Journal of Finance"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1142\/S021812662150122X"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1145\/2392622.2392634"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2022.117239"},{"key":"e_1_3_2_1_10_1","first-page":"2001","article-title":"Yahoo! for amazon: Sentiment parsing from small talk on the web","author":"Das S. R.","year":"2001","unstructured":"S. R. Das and M. Y. Chen, \"Yahoo! for amazon: Sentiment parsing from small talk on the web,\" For Amazon: Sentiment Parsing from Small Talk on the Web (August 5, 2001). EFA, 2001.","journal-title":"For Amazon: Sentiment Parsing from Small Talk on the Web"},{"key":"e_1_3_2_1_11_1","first-page":"55","volume-title":"Can blog communication dynamics be correlated with stock market activity?\" in Proceedings of the nineteenth ACM conference on Hypertext and hypermedia","author":"De Choudhury M.","year":"2008","unstructured":"M. De Choudhury, H. Sundaram, A. John, and D. D. Seligmann, \"Can blog communication dynamics be correlated with stock market activity?\" in Proceedings of the nineteenth ACM conference on Hypertext and hypermedia, 2008, pp. 55--60."},{"key":"e_1_3_2_1_12_1","volume-title":"i just like the stock\": The role of reddit sentiment in the gamestop share rally,\" Financial Review","author":"Long S.","unstructured":"S. Long, B. Lucey, Y. Xie, and L. Yarovaya, \"\"i just like the stock\": The role of reddit sentiment in the gamestop share rally,\" Financial Review, vol. 58, no. 1, pp. 19--37, 2023."},{"key":"e_1_3_2_1_13_1","volume-title":"Deep learning stock volatility with google domestic trends,\" arXiv preprint arXiv:1512.04916","author":"Xiong R.","year":"2015","unstructured":"R. Xiong, E. P. Nichols, and Y. Shen, \"Deep learning stock volatility with google domestic trends,\" arXiv preprint arXiv:1512.04916, 2015."},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1371\/journal.pone.0040014"},{"key":"e_1_3_2_1_15_1","first-page":"261","volume-title":"A deep learning framework for news-oriented stock trend prediction,\" in Proceedings of the eleventh ACM international conference on web search and data mining","author":"Hu Z.","year":"2018","unstructured":"Z. Hu, W. Liu, J. Bian, X. Liu, and T.-Y. Liu, \"Listening to chaotic whispers: A deep learning framework for news-oriented stock trend prediction,\" in Proceedings of the eleventh ACM international conference on web search and data mining, 2018, pp. 261--269."},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.1086\/261755"},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2012.07.004"},{"key":"e_1_3_2_1_18_1","volume-title":"Tech. Rep.","author":"Hamilton J. D.","year":"2009","unstructured":"J. D. Hamilton, \"Causes and consequences of the oil shock of 2007--08,\" National Bureau of Economic Research, Tech. Rep., 2009."},{"key":"e_1_3_2_1_20_1","first-page":"873","volume-title":"Semantic frames to predict stock price movement,\" in Proceedings of the 51st annual meeting of the association for computational linguistics","author":"Xie B.","year":"2013","unstructured":"B. Xie, R. Passonneau, L. Wu, and G. G. Creamer, \"Semantic frames to predict stock price movement,\" in Proceedings of the 51st annual meeting of the association for computational linguistics, 2013, pp. 873--883."},{"key":"e_1_3_2_1_21_1","first-page":"38","article-title":"TweetNLP: Cutting-edge natural language processing for social media,\" in Proceedings of the 2022 Conference on Empirical Methods in Natural Language Processing: System Demonstrations. Abu Dhabi","author":"J.","year":"2022","unstructured":"J. Camacho-collados, K. Rezaee, T. Riahi, A. Ushio, D. Loureiro, D. Antypas, J. Boisson, L. Espinosa Anke, F. Liu, E. Mart\u00ecnez C\u00e1mara et al., \"TweetNLP: Cutting-edge natural language processing for social media,\" in Proceedings of the 2022 Conference on Empirical Methods in Natural Language Processing: System Demonstrations. Abu Dhabi, UAE: Association for Computational Linguistics, Dec. 2022, pp. 38--49. [Online]. Available: https:\/\/aclanthology.org\/2022.emnlp-demos.5","journal-title":"UAE: Association for Computational Linguistics"},{"key":"e_1_3_2_1_22_1","first-page":"1970","article-title":"Stock movement prediction from tweets and historical prices,\" in Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1","author":"Xu Y.","year":"2018","unstructured":"Y. Xu and S. B. Cohen, \"Stock movement prediction from tweets and historical prices,\" in Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), 2018, pp. 1970--1979.","journal-title":"Long Papers)"},{"key":"e_1_3_2_1_23_1","volume-title":"Learning phrase representations using rnn encoder-decoder for statistical machine translation,\" arXiv preprint arXiv:1406.1078","author":"Cho K.","year":"2014","unstructured":"K. Cho, B. Van Merri\u00ebnboer, C. Gulcehre, D. Bahdanau, F. Bougares, H. Schwenk, and Y. Bengio, \"Learning phrase representations using rnn encoder-decoder for statistical machine translation,\" arXiv preprint arXiv:1406.1078, 2014."},{"issue":"2","key":"e_1_3_2_1_25_1","doi-asserted-by":"crossref","first-page":"223","DOI":"10.1111\/j.1467-8683.2007.00556.x","article-title":"Private vs state ownership and earnings management: Evidence from chinese listed companies","volume":"15","author":"Ding Y.","year":"2007","unstructured":"Y. Ding, H. Zhang, and J. Zhang, \"Private vs state ownership and earnings management: Evidence from chinese listed companies,\" Corporate Governance: An International Review, vol. 15, no. 2, pp. 223--238, 2007.","journal-title":"Corporate Governance: An International Review"},{"key":"e_1_3_2_1_26_1","first-page":"98","volume-title":"IEEE","author":"Cazzoli L.","year":"2016","unstructured":"L. Cazzoli, R. Sharma, M. Treccani, and F. Lillo, \"A large scale study to understand the relation between twitter and financial market,\" in 2016 third European network intelligence conference (ENIC). IEEE, 2016, pp. 98--105."},{"key":"e_1_3_2_1_27_1","volume-title":"Differential privacy-inspired lstm for stock prediction using financial news,\" arXiv preprint arXiv:1912.10806","author":"Li X.","year":"2019","unstructured":"X. Li, Y. Li, H. Yang, L. Yang, and X.-Y. Liu, \"Dp-lstm: Differential privacy-inspired lstm for stock prediction using financial news,\" arXiv preprint arXiv:1912.10806, 2019."},{"key":"e_1_3_2_1_28_1","first-page":"785","volume-title":"Xgboost: A scalable tree boosting system,\" in Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining","author":"Chen T.","year":"2016","unstructured":"T. Chen and C. Guestrin, \"Xgboost: A scalable tree boosting system,\" in Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining, 2016, pp. 785--794."},{"key":"e_1_3_2_1_29_1","first-page":"606","volume-title":"Attention-based lstm for aspect-level sentiment classification,\" in Proceedings of the 2016 conference on empirical methods in natural language processing","author":"Wang Y.","year":"2016","unstructured":"Y. Wang, M. Huang, X. Zhu, and L. Zhao, \"Attention-based lstm for aspect-level sentiment classification,\" in Proceedings of the 2016 conference on empirical methods in natural language processing, 2016, pp. 606--615."}],"event":{"name":"ASONAM '23: International Conference on Advances in Social Networks Analysis and Mining","location":"Kusadasi Turkiye","acronym":"ASONAM '23","sponsor":["SIGKDD ACM Special Interest Group on Knowledge Discovery in Data","IEEE CS"]},"container-title":["Proceedings of the International Conference on Advances in Social Networks Analysis and Mining"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3625007.3627488","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3625007.3627488","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T16:46:49Z","timestamp":1750178809000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3625007.3627488"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,11,6]]},"references-count":27,"alternative-id":["10.1145\/3625007.3627488","10.1145\/3625007"],"URL":"https:\/\/doi.org\/10.1145\/3625007.3627488","relation":{},"subject":[],"published":{"date-parts":[[2023,11,6]]},"assertion":[{"value":"2024-03-15","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}