Graph Convolutional Network (GCN) is adopted to tackle the problem of the convolution operation in non-Euclidean space. Although previous works on GCN have made some progress, one of their limitations is that their input Adjacency Matrix (AM) is designed manually and requires domain knowledge, which is cumbersome, tedious and error-prone. In addition, entries of this fixed Adjacency Matrix are generally designed as binary values (i.e., ones and zeros) which can not reflect more complex relationship between nodes. However, many applications require a weighted and dynamic Adjacency Matrix instead of an unweighted and fixed Adjacency Matrix. To this end, there are few works focusing on designing a more flexible Adjacency Matrix. In this paper, we propose an end-to-end algorithm to improve the GCN performance by focusing on the Adjacency Matrix. We first provide a calculation method that called node information entropy to update the matrix. Then, we analyze the search strategy in a continuous space and introduce the Deep Deterministic Policy Gradient (DDPG) method to overcome the demerit of the discrete space search. Finally, we integrate the GCN and reinforcement learning into an end-to-end framework. Our method can automatically define the adjacency matrix without artificial knowledge. At the same time, the proposed approach can deal with any size of the matrix and provide a better value for the network. Four popular datasets are selected to evaluate the capability of our algorithm. The method in this paper achieves the state-of-the-art performance on Cora and Pubmed datasets, respectively, with the accuracy of 84.6% and 81.6%.

Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross effect among involved stocks. However, it is well known that an individual stock price is correlated with prices of other stocks in complex ways. To take the cross effect into consideration, we propose a deep learning framework, called Multi-GCGRU, which comprises graph convolutional network (GCN) and gated recurrent units (GRU) to predict stock movement. Specifically, we first encode multiple relationships among stocks into graphs based on financial domain knowledge and utilize GCN to extract the cross effect based on the pre-defined graphs. The cross-correlation features produced by GCN are concatenated with historical records and fed into GRU to model the temporal pattern in stock price. To further get rid of prior knowledge, we explore an adaptive stock graph learned by data automatically. Experiments on two stock indexes in China market show that our model outperforms other baselines. Note that our model is rather feasible to incorporate more effective pre-defined stock relationships. What's more, it can also learn a data-driven relationship without any domain knowledge.