{"type":"ScholarlyArticle","title":"Dynamic Higher-Order Relations and Event-Driven Temporal Modeling for Stock Price Forecasting","authors":[{"name":"Kijeong Park","slug":"kijeong-park","given":"Kijeong","family":"Park","affiliation":""},{"name":"Sungchul Hong","slug":"sungchul-hong","given":"Sungchul","family":"Hong","affiliation":""},{"name":"Jong-June Jeon","slug":"jong-june-jeon","given":"Jong-June","family":"Jeon","affiliation":""}],"abstract":"In stock price forecasting, modeling the probabilistic dependence between stock prices within a time-series framework has remained a persistent and highly challenging area of research. We propose a novel model to explain the extreme co-movement in multivariate data with time-series dependencies. Our model incorporates a Hawkes process layer to capture abrupt co-movements, thereby enhancing the temporal representation of market dynamics. We introduce dynamic hypergraphs into our model adapting to higher-order (groupwise rather than pairwise) relationships within the stock market. Extensive experiments on real-world benchmarks demonstrate the robustness of our approach in predictive performance and portfolio stability.","doi":"10.24963/ijcai.2025/673","url":"https://ijcai.org/proceedings/2025/673","pdf":"https://ijcai.org/proceedings/2025/0673.pdf","markdown":"https://ijcai.org/proceedings/2025/673.md","bibtex":"https://ijcai.org/proceedings/2025/bibtex/673","volume":{"slug":"2025","title":"Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2025","url":"https://ijcai.org/proceedings/2025/","year":2025,"location":"Montreal, Canada","dates":"16-22 August 2025","editors":"James Kwok","isbn":"978-1-956792-06-5","publisher":"International Joint Conferences on Artificial Intelligence Organization","doi_prefix":"10.24963/ijcai.2025"},"section":"Machine Learning","track":"Main Track","number":673,"pages":{"first":6048,"last":6056},"keywords":["Machine Learning: ML: Deep learning architectures","Multidisciplinary Topics and Applications: MTA: Finance","Machine Learning: ML: Supervised Learning","Machine Learning: ML: Applications"],"videos":[],"references":[],"license_note":"Copyright International Joint Conferences on Artificial Intelligence."}