{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/lsr-igru-stock-trend-prediction-based-on-long","title":"LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU","arxiv_id":"2409.08282","date":"2024-08-26","proceeding":null,"authors":["Peng Zhu","Yuante Li","Yifan Hu","Qinyuan Liu","Dawei Cheng","Yuqi Liang"],"abstract":"Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://github.com/ZP1481616577/Baselines_LSR-IGRU.","url_abs":"https://arxiv.org/abs/2409.08282v3","url_pdf":"https://arxiv.org/pdf/2409.08282v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"lsr-igru-stock-trend-prediction-based-on-long","repo_url":"https://github.com/zp1481616577/baselines_lsr-igru","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"algorithmic-trading","task_name":"Algorithmic Trading"},{"task_slug":"stock-price-prediction","task_name":"Stock Price Prediction"},{"task_slug":"stock-trend-prediction","task_name":"Stock Trend Prediction"}],"methods":[{"method_slug":"focus","method_name":"Focus"},{"method_slug":"gru","method_name":"GRU"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=2409.08282","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2409.08282"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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