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Tatsuya Fukasawa

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Open access Aug 2026

Event-driven hypergraph convolutional networks for financial news-based stock selection

A framework, HERALD (Hypergraph forEvent-basedRepresentation andAggregation ofLatestDaily news), which estimates a set of potentially affected stocks from news headlines and constructs a daily-updated dynamic hypergraph by treating each set as an event-driven hyperedge.

Tatsuya Fukasawa, Yuri Murayama, Kiyoshi Izumi · 0 citations

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