  The financial industry poses great challenges with risk modeling and profit
generation. These entities are intricately tied to the sophisticated prediction
of stock movements. A stock forecaster must untangle the randomness and
ever-changing behaviors of the stock market. Stock movements are influenced by
a myriad of factors, including company history, performance, and
economic-industry connections. However, there are other factors that aren't
traditionally included, such as social media and correlations between stocks.
Social platforms such as Reddit, Facebook, and X (Twitter) create opportunities
for niche communities to share their sentiment on financial assets. By
aggregating these opinions from social media in various mediums such as posts,
interviews, and news updates, we propose a more holistic approach to include
these "media moments" within stock market movement prediction. We introduce a
method that combines financial data, social media, and correlated stock
relationships via a graph neural network in a hierarchical temporal fashion.
Through numerous trials on current S&P 500 index data, with results showing an
improvement in cumulative returns by 28%, we provide empirical evidence of our
tool's applicability for use in investment decisions.
