Progressive Dependency Representation Learning for Stock Ranking in Uncertain Risk Contrasting

Requirements

We implement PDU and other methods through the following dependencies:

• torch 2.1.0
• numpy 1.24.3
• scikit-learn 1.3.0
• torch-cluster 1.6.3+pt21cu121
• torch-geometric 2.4.0
• torch-scatter 2.1.2+pt21cu121
• torch-sparse 0.6.18+pt21cu121
• torchaudio 2.1.0
• torchvision 0.16.0
• tqdm 4.66.1

Dataset

Access channels for each of the four data sets can be obtained through the following four links:

NASDAQ

NYSE

SNP500

SZSE

Usage

Before running the code, ensure the package structure of PDU is as follows:

.
├── Train
│   ├── evaluator
│   ├── load_data
│   ├── PDU
│   ├── PDUArch
│   ├── utils
│   └── main
└── data

Train

python main.py