Bighead's Algorithm Notes

Nov 30, 2025 · Artificial Intelligence

Paper Review: Hermes – Multi‑Scale Hypergraph for Stock Forecasting with Lead‑Lag Modeling

The Hermes framework introduces a moving‑aggregation module and a multi‑scale fusion module within a hypergraph network to capture industry lead‑lag interactions and multi‑scale stock relationships, achieving superior accuracy and efficiency over existing SOTA methods on three real US stock datasets, as demonstrated by extensive experiments and ablations.