Accurate modeling of inter-stock relationships is critical for stock price forecasting. However, existing methods predominantly focus on single-state relationships, neglecting the essential complementarity between dynamic and static inter-stock relations. To solve this problem, we propose a Dual Relation Fusion Network (DRFN) to capture the long-term relative stability of stock relation structures while retaining the flexibility to respond to sudden market shifts. Our approach features a novel relative static relation component that models time-varying long-term patterns and incorporates overnight informational influences. We capture dynamic inter-stock relationships through distance-aware mechanisms, while evolving long-term structures via recurrent fusion of dynamic relations from the prior day with the pre-defined static relations. Experiments demonstrate that our method significantly outperforms the baselines across different markets, with high sensitivity to the co-movement of relational strength and stock price.
@article{arxiv.2510.10695,
title = {Stock Prediction via a Dual Relation Fusion Network incorporating Static and Dynamic Relations},
author = {Long Chen and Huixin Bai and Mingxin Wang and Xiaohua Huang and Ying Liu and Jie Zhao and Ziyu Guan},
journal= {arXiv preprint arXiv:2510.10695},
year = {2025}
}