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We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

Risk Management · Quantitative Finance 2024-10-31 Matteo Citterio , Marco D'Errico , Gabriele Visentin

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

Temporal exponential-family random graph models (TERGMs) are a flexible class of network models for the dynamics of tie formation and dissolution. In practice, separable TERGMs (STERGMs) are the subclass most often used, as these permit…

Computation · Statistics 2022-03-22 Chad Klumb , Martina Morris , Steven M. Goodreau , Samuel M. Jenness

While the vast majority of the literature on models for temporal networks focuses on binary graphs, often one can associate a weight to each link. In such cases the data are better described by a weighted, or valued, network. An important…

Applications · Statistics 2022-03-02 Domenico Di Gangi , Giacomo Bormetti , Fabrizio Lillo

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi , Alessandro Rinaldo

Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing…

Computation · Statistics 2021-04-07 Alberto Caimo , Lampros Bouranis , Robert Krause , Nial Friel

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

Repeated small dynamic networks are integral to studies in evolutionary game theory, where networked public goods games offer novel insights into human behaviors. Building on these findings, it is necessary to develop a statistical model…

Applications · Statistics 2025-11-26 Hiroyasu Ando , Akihiro Nishi , Mark S. Handcock

Dynamic graphs with ordered sequences of events between nodes are prevalent in real-world industrial applications such as e-commerce and social platforms. However, representation learning for dynamic graphs has posed great computational…

Machine Learning · Computer Science 2021-12-16 Xinshi Chen , Yan Zhu , Haowen Xu , Mengyang Liu , Liang Xiong , Muhan Zhang , Le Song

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

Dynamic temporal graphs represent evolving relations between entities, e.g. interactions between social network users or infection spreading. We propose an extension of graph echo state networks for the efficient processing of dynamic…

Machine Learning · Computer Science 2022-10-31 Domenico Tortorella , Alessio Micheli

Recommender systems, crucial for user engagement on platforms like e-commerce and streaming services, often lag behind users' evolving preferences due to static data reliance. After Temporal Graph Networks (TGNs) were proposed, various…

Artificial Intelligence · Computer Science 2024-12-24 Yejin Kim , Youngbin Lee , Vincent Yuan , Annika Lee , Yongjae Lee

Over the past few years, research on deep graph learning has shifted from static graphs to temporal graphs in response to real-world complex systems that exhibit dynamic behaviors. In practice, temporal graphs are formalized as an ordered…

Machine Learning · Computer Science 2024-10-30 Jintang Li , Ruofan Wu , Xinzhou Jin , Boqun Ma , Liang Chen , Zibin Zheng

The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs…

Physics and Society · Physics 2026-02-10 Mattia Marzi , Francesca Giuffrida , Diego Garlaschelli , Tiziano Squartini

Graph processes that unfold in continuous time are of obvious theoretical and practical interest. Particularly useful are those whose long-term behavior converges to a graph distribution of known form. Here, we review some of the conditions…

Methodology · Statistics 2023-02-24 Carter T. Butts

In this paper we propose to extend the separable temporal exponential random graph model (STERGM) to account for time-varying network- and actor-specific effects. Our application case is the network of international major conventional…

Applications · Statistics 2019-09-05 Michael Lebacher , Paul W. Thurner , Göran Kauermann

Social recommendations have been widely adopted in substantial domains. Recently, graph neural networks (GNN) have been employed in recommender systems due to their success in graph representation learning. However, dealing with the dynamic…

Social and Information Networks · Computer Science 2024-12-12 Behafarid Mohammad Jafari , Xiao Luo , Ali Jafari

Networks are ubiquitous in economic research on organizations, trade, and many other areas. However, while economic theory extensively considers networks, no general framework for their empirical modeling has yet emerged. We thus introduce…

Methodology · Statistics 2023-07-10 Giacomo De Nicola , Cornelius Fritz , Marius Mehrl , Göran Kauermann

Exponential family Random Graph Models (ERGMs) can be viewed as expressing a probability distribution on graphs arising from the action of competing social forces that make ties more or less likely, depending on the state of the rest of the…

Discrete Mathematics · Computer Science 2019-08-27 Yue Yu , Gianmarc Grazioli , Nolan E. Phillips , Carter T. Butts

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard