Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network

no code implementations • 29 Mar 2023 • Min Hu, Zhizhong Tan, Bin Liu, Guosheng Yin

This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks.

Change Point Detection Decision Making +1