As an important part of financial market, stock market price volatility analysis has been the focus of academic and industry attention. Candlestick chart, as the most widely used indicator for evaluating stock market price volatility, has been intensively studied and explored. With the continuous development of computer technology, the stock market analysis method based on candlestick chart is gradually changed from manual to intelligent algorithm. However, how to effectively use stock market graphical indicators to analyze stock market price fluctuations has been pending solution, and deep learning algorithms based on structured data such as deep neural networks (DNN) and recurrent neural networks (RNNs) always have the problems of making it difficult to capture the laws and low generalization ability for stock market graphical indicators data processing. Therefore, this paper proposes a quantification method of stock market candlestick chart based on Hough variation, using the graph structure embedding method to represent candlestick chart features and multiple attention graph neural network for stock market price fluctuation prediction. The experimental results show that the proposed method can interpret the candlestick chart features more accurately and has superiority performance over state-of-the-art deep learning methods, including SVM, CNN, LSTM, and CNN-LSTM. Relative to these algorithms, the proposed method achieves an average performance improvement of 20.51% in terms of accuracy and further achieves at least 26.98% improvement in strategy returns in quantitative investment experiments.

The stock market is an important part of the capital market, and the research on the price fluctuation of the stock market has always been a hot topic for scholars. As a dynamic and complex system, the stock market is affected by various factors. However, with the development of information technology, information presents multisource and heterogeneous characteristics, and the transmission speed and mode of information have changed greatly. The explanation and influence of multi-source and heterogeneous information on stock market price fluctuations need further study. In this paper, a graph fusion and embedding method for multi-source heterogeneous information of Chinese stock market is established. Relational dimension information is introduced to realize the effective fusion of multi-source heterogeneous data information. A multi-attention graph neural network based on nodes and semantics is constructed to mine the implied semantics of fusion graph data and capture the influence of multi-source heterogeneous information on stock market price fluctuations. Experiments show that the proposed multi-source heterogeneous information fusion methods is superior to tensor or vector fusion method, and the constructed multi-attention diagram neural network has a better ability to explain stock market price fluctuations.