Graphical Deep Learning Prediction Model for Stock Risk Management

Forecasting the future movements of stock market indexes by utilizing historical transaction data is a prominent concern within the realm of finance. The application of graph convolutional networks to incorporate the interrelationships among various indices’ patterns is a highly advanced subject within this field. Addressing the inconsistency between historical and future dynamic graphs in current graph convolution-based index prediction, we propose a method called G-Conv that constructs a graph structure based on constituent stocks of the indices for index trend prediction. This approach extracts traditional quantitative features along with deep features from one-dimensional convolutional networks as characteristics of prediction samples. The method produces index trend predictions by constructing a graph structure using constituent stock data of indices and applying graph convolution to different index sample features. The proposed methodology’s efficacy is verified by utilizing 42 widely employed indicators in the A-share market. The experimental findings demonstrate that when utilizing mean absolute error (MAE) and mean squared error (MSE) as the loss functions for model training, G-Conv outperforms classic methods such as GC-CNN and ADGAT. Specifically, G-Conv reduces the average prediction errors by 5.10% and 4.20% respectively, as evaluated by the two error criteria. Additionally, G-Conv exhibits favorable generalization performance.

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