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The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Stock price prediction is vital for investment decisions and risk management, yet remains challenging due to markets' nonlinear dynamics and time-varying inter-stock correlations. Traditional static-correlation models fail to capture…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Linyue Hu , Qi Wang

Graph Convolutional Networks (GCNs) have recently been shown to be quite successful in modeling graph-structured data. However, the primary focus has been on handling simple undirected graphs. Multi-relational graphs are a more general and…

Machine Learning · Computer Science 2020-01-22 Shikhar Vashishth , Soumya Sanyal , Vikram Nitin , Partha Talukdar

Graph Convolutional Network (GCN) has been widely applied in transportation demand prediction due to its excellent ability to capture non-Euclidean spatial dependence among station-level or regional transportation demands. However, in most…

Machine Learning · Computer Science 2020-12-16 Junchen Ye , Leilei Sun , Bowen Du , Yanjie Fu , Hui Xiong

Through in-depth analysis of ultra high frequency (UHF) stock price change data, more reasonable discrete dynamic distribution models are constructed in this paper. Firstly, we classify the price changes into several categories. Then,…

Computational Finance · Quantitative Finance 2021-07-02 Wei Dai , Yuan An , Wen Long

In financial markets, Graph Neural Networks have been successfully applied to modeling relational data, effectively capturing nonlinear inter-stock dependencies. Yet, existing models often fail to efficiently propagate messages during…

Machine Learning · Computer Science 2025-10-14 Amber Li , Aruzhan Abil , Juno Marques Oda

The prediction of urban vehicle flow and speed can greatly facilitate people's travel, and also can provide reasonable advice for the decision-making of relevant government departments. However, due to the spatial, temporal and hierarchy of…

Computer Vision and Pattern Recognition · Computer Science 2019-03-18 Mingming Lu , Kunfang Zhang , Haiying Liu , Naixue Xiong

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

Statistical Finance · Quantitative Finance 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

Graph Neural Networks (GNNs) have been widely used for various learning tasks, ranging from node classification to link prediction. They have demonstrated excellent performance in multiple domains involving graph-structured data. However,…

Machine Learning · Computer Science 2026-03-19 Steven E. Wilson , Sina Khanmohammadi

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

Statistical Finance · Quantitative Finance 2022-12-13 Alireza Jafari , Saman Haratizadeh

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Traffic flow forecasting is a crucial first step in intelligent and proactive traffic management. Traffic flow parameters are volatile and uncertain, making traffic flow forecasting a difficult task if the appropriate forecasting model is…

Machine Learning · Computer Science 2024-06-04 Jewel Rana Palit , Osama A Osman

Predicting future motion based on historical motion sequence is a fundamental problem in computer vision, and it has wide applications in autonomous driving and robotics. Some recent works have shown that Graph Convolutional Networks(GCN)…

Computer Vision and Pattern Recognition · Computer Science 2022-07-12 Chongyang Zhong , Lei Hu , Zihao Zhang , Yongjing Ye , Shihong Xia

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

General Finance · Quantitative Finance 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou

Graph Convolutional Networks (GCN) which typically follows a neural message passing framework to model dependencies among skeletal joints has achieved high success in skeleton-based human motion prediction task. Nevertheless, how to…

Computer Vision and Pattern Recognition · Computer Science 2023-12-05 Xinshun Wang , Wanying Zhang , Can Wang , Yuan Gao , Mengyuan Liu

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

Portfolio Management · Quantitative Finance 2020-07-21 Masaya Abe , Kei Nakagawa

Multi-view data containing complementary and consensus information can facilitate representation learning by exploiting the intact integration of multi-view features. Because most objects in real world often have underlying connections,…

Machine Learning · Computer Science 2023-08-15 Zhaoliang Chen , Lele Fu , Shunxin Xiao , Shiping Wang , Claudia Plant , Wenzhong Guo

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

Risk Management · Quantitative Finance 2025-02-14 Fu Lei , Ge Shi

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

Statistical Finance · Quantitative Finance 2021-10-12 Sidra Mehtab , Jaydip Sen