NGAT

The official repository for paper "NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction" at ICANN 2025

Data

The ACL2018 dataset can be obtained from: here

The SPNews dataset can be obtained from: here

After downloading, place it under the ./data directory with the following structure:

NGAT/
└── code/
└── log/
└── saved/
└── data/
    └── raw/
        └── ACL2018/
            └── price/
            └── tweet/
            └── StockTable/
        └── SPNews/
            └── price/
            └── news/
            └── ReturnMatrix.csv/
            └── company_list.npy/
            └── sp500index.csv/