Stock trend prediction involves forecasting the future price movements by
analyzing historical data and various market indicators. With the advancement
of machine learning, graph neural networks (GNNs) have been extensively
employed in stock prediction due to their powerful capability to capture
spatiotemporal dependencies of stocks. However, despite the efforts of various
GNN stock predictors to enhance predictive performance, the improvements remain
limited, as they focus solely on analyzing historical spatiotemporal
dependencies, overlooking the correlation between historical and future
patterns. In this study, we propose a novel distillation-based future-aware GNN
framework (DishFT-GNN) for stock trend prediction. Specifically, DishFT-GNN
trains a teacher model and a student model, iteratively. The teacher model
learns to capture the correlation between distribution shifts of historical and
future data, which is then utilized as intermediate supervision to guide the
student model to learn future-aware spatiotemporal embeddings for accurate
prediction. Through extensive experiments on two real-world datasets, we verify
the state-of-the-art performance of DishFT-GNN.