Before revision:  Specifically, we first use RNN to model the temporal dependency of each related stock' price movement based on their own information of the past time slices, then we employ GCN to model the influence from involved stock based on three novel graphs which represent the shareholder relationship, industry relationship and concept relationship among stocks based on investment decisions . Experiments on two stock indexes in China market show that our model outperforms other baselines.
After revision:  Specifically, we first use RNN to model the temporal dependency of each related stock' price movement based on their own information of the past time slices, then we employ GCN to model the temporal dependency of stock prices . Experiments on two stock indexes in China market show that our model outperforms other baselines.