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[CIKM 2025 Oral] FinD3: A Dual 3D State Space Model with Dynamic Hypergraph for Financial Stock Prediction

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FinD3: A Dual 3D State Space Model with Dynamic Hypergraph for Financial Stock Prediction

This repository contains the code and resources supporting our CIKM 2025 paper: https://dl.acm.org/doi/10.1145/3746252.3761239

Overview

FinD3 implements a Dual 3D State Space model augmented with a dynamic hypergraph for financial stock prediction. This repo provides the code, data provider utilities, model definitions, experiment entrypoints and visualization tools used to run experiments and reproduce results from the paper.

Motivation

Figure 1. Limitations of UTS/MTS: UTS ignores cross-stock & cross-feature signals; MTS captures only one. FinD3 targets full 3D-MTS dependencies for sharper forecasts. Architecture

Model Architecture

Figure 2. FinD3 overview. DCSSM (left) scans 3D-MTS in dual cubic branches; EHA (right) evolves a domain-aware hypergraph stage-by-stage for dynamic market structure. Architecture

Experiement Performence

Figure 3. NASDAQ & NYSE test 2017. FinD3 leads in IRR (≥ 1.0) and SR (≥ 2.2) while keeping inference < 22 s, validating both accuracy and speed. Architecture

Repository structure

  • .gitignore — Git ignore rules
  • Readme.md — (this proposed README)
  • requirements.txt — Python dependencies
  • run.py — main entrypoint for training / evaluation / inference
  • data_provider/ — data loading, preprocessing, dataset wrappers
  • exp/ — experiment configurations, example experiment scripts or config files
  • layers/ — custom neural network layers and building blocks
  • models/ — model definitions (FinD3 and any baselines)
  • scripts/ — helper scripts for data download/preparation and automation
  • utils/ — utility functions (metrics, logging, helpers)
  • visualization/ — plotting and result-analysis tools

Quick start

  1. Clone the repository

    git clone https://github.com/decisionintelligence/FinD3.git
    cd FinD3
  2. Create a virtual environment and install dependencies

    python -m venv .venv
    source .venv/bin/activate    # macOS / Linux
    # .venv\Scripts\activate     # Windows
    pip install -r requirements.txt
  3. Prepare data

  4. Example: training / evaluation / inference

    • run.py is the primary entrypoint:
      python run.py
    • or use the provided script:
      bash ./scripts/run_experiment.sh

Citation

If you use this code, please cite the CIKM 2025 paper:

FinD3: A Dual 3D State Space Model with Dynamic Hypergraph for Financial Stock Prediction
https://dl.acm.org/doi/10.1145/3746252.3761239

Example BibTeX:

@inproceedings{mei2025FinD3,
  title={FinD${}^3$: A Dual 3D State Space Model with Dynamic Hypergraph for Financial Stock Prediction},
  author={Mei, Jieyuan and Tian, Jindong and Xu, Ronghui and Wei, Hanyue and Guo, Chenjuan and Yang, Bin},
  booktitle={Proceedings of the 34th ACM International Conference on Information and Knowledge Management},
  year={2025}
}

Notes and disclaimers

  • Data licensing and privacy: follow the license/terms for each dataset. This repository generally contains code and utilities but not raw datasets.
  • Reproducibility: check exp/ for seeds and hyperparameters. Minor differences can occur due to hardware, library versions, or nondeterminism — pin versions where needed.
  • If any directory or script referenced above is missing or you prefer a different layout, tell me and I will adjust the README accordingly.

Contributing

Issues and pull requests are welcome. If you contribute experimental results or configuration changes, please include exact commands, environment details, and seed values so others can reproduce your runs.

License

Check the LICENSE file in this repository for the exact license terms. If none is present and you want a license added (e.g., MIT), I can propose one.

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[CIKM 2025 Oral] FinD3: A Dual 3D State Space Model with Dynamic Hypergraph for Financial Stock Prediction

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