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Yuebo Sun

dblp:393/4439 · DBLP profile ↗
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1ranked-venue papers
0as first author
1since 2021 · last 2024
—ORCID · none

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 1 · 1 since 2021

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Interdisciplinary, comprehensive, and emerging computing
1 paper
Computational finance and economics · 67% Computational social science and digital humanities · 33%
Artificial intelligence
1 paper
Knowledge representation and reasoning · 100%

Topics — the 4 heaviest of 4, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Computational social science and digital humanities › causal inference
causal discovery
0.812024
CausalStock: Deep End-to-end Causal Discovery for News-driven Multi-stock Movement Prediction · NeurIPS 2024
Computational finance and economics › financial market prediction › stock prediction › stock movement prediction
news-based prediction
0.812024
CausalStock: Deep End-to-end Causal Discovery for News-driven Multi-stock Movement Prediction · NeurIPS 2024
Computational finance and economics › financial market prediction › stock prediction
stock movement prediction
0.812024
CausalStock: Deep End-to-end Causal Discovery for News-driven Multi-stock Movement Prediction · NeurIPS 2024
Knowledge, reasoning and agents › Knowledge representation and reasoning › causal reasoning
causal graph
0.212024
CausalStock: Deep End-to-end Causal Discovery for News-driven Multi-stock Movement Prediction · NeurIPS 2024

Methods — techniques the papers use, named apart from their topics

temporal causal discovery · 1.5large language model · 1.5functional causal model · 1.5
YearPublicationVenuePosition
2024 CausalStock: Deep End-to-end Causal Discovery for News-driven Multi-stock Movement Prediction
abstract
There are two issues in news-driven multi-stock movement prediction tasks that are not well solved in the existing works. On the one hand, "relation discovery" is a pivotal part when leveraging the price information of other stocks to achieve accurate stock movement prediction. Given that stock relations are often unidirectional, such as the "supplier-consumer" relationship, causal relations are more appropriate to capture the impact between stocks. On the other hand, there is substantial noise existing in the news data leading to extracting effective information with difficulty. With these two issues in mind, we propose a novel framework called CausalStock for news-driven multi-stock movement prediction, which discovers the temporal causal relations between stocks. We design a lag-dependent temporal causal discovery mechanism to model the temporal causal graph distribution. Then a Functional Causal Model is employed to encapsulate the discovered causal relations and predict the stock movements. Additionally, we propose a Denoised News Encoder by taking advantage of the excellent text evaluation ability of large language models (LLMs) to extract useful information from massive news data. The experiment results show that CausalStock outperforms the strong baselines for both news-driven multi-stock movement prediction and multi-stock movement prediction tasks on six real-world datasets collected from the US, China, Japan, and UK markets. Moreover, getting benefit from the causal relations, CausalStock could offer a clear prediction mechanism with good explainability.
Shuqi Li 0001, Yuebo Sun, Xin Gao 0001, Shuo Shang, Rui Yan 0001
NeurIPS2