Reis Filho, Ivan José dos 
; Gôlo, Marcos Paulo Silva ; Marcacini, Ricardo Marcondes ; Rezende, Solange Oliveira
Fonte: Neural Computing and Applications. Unidade: ICMC
Assuntos: APRENDIZADO COMPUTACIONAL, REDES NEURAIS, PREVISÃO (ANÁLISE DE SÉRIES TEMPORAIS), MERCADO FINANCEIRO
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REIS FILHO, Ivan José dos et al. How do financial time series enhance the detection of news significance in market movements?: A study using graph neural networks with heterogeneous representations. Neural Computing and Applications, v. 37, n. Ja 2025, p. 1307-1319, 2025Tradução . . Disponível em: https://doi.org/10.1007/s00521-024-10418-5. Acesso em: 16 nov. 2025.APA
Reis Filho, I. J. dos, Gôlo, M. P. S., Marcacini, R. M., & Rezende, S. O. (2025). How do financial time series enhance the detection of news significance in market movements?: A study using graph neural networks with heterogeneous representations. Neural Computing and Applications, 37( Ja 2025), 1307-1319. doi:10.1007/s00521-024-10418-5NLM
Reis Filho IJ dos, Gôlo MPS, Marcacini RM, Rezende SO. How do financial time series enhance the detection of news significance in market movements?: A study using graph neural networks with heterogeneous representations [Internet]. Neural Computing and Applications. 2025 ; 37( Ja 2025): 1307-1319.[citado 2025 nov. 16 ] Available from: https://doi.org/10.1007/s00521-024-10418-5Vancouver
Reis Filho IJ dos, Gôlo MPS, Marcacini RM, Rezende SO. How do financial time series enhance the detection of news significance in market movements?: A study using graph neural networks with heterogeneous representations [Internet]. Neural Computing and Applications. 2025 ; 37( Ja 2025): 1307-1319.[citado 2025 nov. 16 ] Available from: https://doi.org/10.1007/s00521-024-10418-5
