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The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Graph neural networks (GNNs) are a powerful architecture for tackling graph learning tasks, yet have been shown to be oblivious to eminent substructures such as cycles. We present TOGL, a novel layer that incorporates global topological…

Machine Learning · Computer Science 2022-03-18 Max Horn , Edward De Brouwer , Michael Moor , Yves Moreau , Bastian Rieck , Karsten Borgwardt

The recent deep generative models for static graphs that are now being actively developed have achieved significant success in areas such as molecule design. However, many real-world problems involve temporal graphs whose topology and…

Machine Learning · Computer Science 2021-03-09 Liming Zhang , Liang Zhao , Shan Qin , Dieter Pfoser

In this paper, we generally formulate the dynamics prediction problem of various network systems (e.g., the prediction of mobility, traffic and topology) as the temporal link prediction task. Different from conventional techniques of…

Social and Information Networks · Computer Science 2019-01-29 Kai Lei , Meng Qin , Bo Bai , Gong Zhang , Min Yang

Graph Neural Networks (GNNs) have shown remarkable success in learning from graph-structured data. However, their application to directed graphs (digraphs) presents unique challenges, primarily due to the inherent asymmetry in node…

Machine Learning · Computer Science 2025-05-16 Wei Zhuo , Han Yu , Guang Tan , Xiaoxiao Li

Graph learning (GL) can dynamically capture the distribution structure (graph structure) of data based on graph convolutional networks (GCN), and the learning quality of the graph structure directly influences GCN for semi-supervised…

Computer Vision and Pattern Recognition · Computer Science 2020-06-01 Guangfeng Lin , Xiaobing Kang , Kaiyang Liao , Fan Zhao , Yajun Chen

Accurate traffic forecasting is essential for smart cities to achieve traffic control, route planning, and flow detection. Although many spatial-temporal methods are currently proposed, these methods are deficient in capturing the…

Machine Learning · Computer Science 2024-03-07 Aoyu Liu , Yaying Zhang

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

Recently, graph-based models designed for downstream tasks have significantly advanced research on graph neural networks (GNNs). GNN baselines based on neural message-passing mechanisms such as GCN and GAT perform worse as the network…

Machine Learning · Computer Science 2023-01-26 Jiayuan Chen , Xiang Zhang , Yinfei Xu , Tianli Zhao , Renjie Xie , Wei Xu

Recently emerged Topological Deep Learning (TDL) methods aim to extend current Graph Neural Networks (GNN) by naturally processing higher-order interactions, going beyond the pairwise relations and local neighborhoods defined by graph…

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

Dynamic Graph Neural Networks (DGNNs) have emerged as the predominant approach for processing dynamic graph-structured data. However, the influence of temporal information on model performance and robustness remains insufficiently explored,…

Machine Learning · Computer Science 2023-11-27 Xiangjian Jiang , Yanyi Pu

Accurate and real-time traffic forecasting plays an important role in the Intelligent Traffic System and is of great significance for urban traffic planning, traffic management, and traffic control. However, traffic forecasting has always…

Machine Learning · Computer Science 2019-08-13 Ling Zhao , Yujiao Song , Chao Zhang , Yu Liu , Pu Wang , Tao Lin , Min Deng , Haifeng Li

Networks are fundamental to the study of complex systems, ranging from social contacts, message transactions, to biological regulations and economical networks. In many realistic applications, these networks may vary over time. Modeling and…

Social and Information Networks · Computer Science 2020-04-07 Kun Tu , Jian Li , Don Towsley , Dave Braines , Liam Turner

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

Wind speed prediction and forecasting is important for various business and management sectors. In this paper, we introduce new models for wind speed prediction based on graph convolutional networks (GCNs). Given hourly data of several…

Machine Learning · Computer Science 2021-01-26 Tomasz Stańczyk , Siamak Mehrkanoon

Deep learning methods have demonstrated outstanding performances on classification and regression tasks on homogeneous data types (e.g., image, audio, and text data). However, tabular data still pose a challenge, with classic machine…

Machine Learning · Computer Science 2023-11-15 Antonio Briola , Yuanrong Wang , Silvia Bartolucci , Tomaso Aste

Many real-world systems can be expressed in temporal networks with nodes playing far different roles in structure and function and edges representing the relationships between nodes. Identifying critical nodes can help us control the spread…

Social and Information Networks · Computer Science 2021-07-07 En-Yu Yu , Yan Fu , Jun-Lin Zhou , Hong-Liang Sun , Duan-Bing Chen

This study focuses on the challenge of predicting network traffic within complex topological environments. It introduces a spatiotemporal modeling approach that integrates Graph Convolutional Networks (GCN) with Gated Recurrent Units (GRU).…

Machine Learning · Computer Science 2025-05-13 Nan Jiang , Wenxuan Zhu , Xu Han , Weiqiang Huang , Yumeng Sun

Human motion prediction is an important and challenging task in many computer vision application domains. Recent work concentrates on utilizing the timing processing ability of recurrent neural networks (RNNs) to achieve smooth and reliable…

Computer Vision and Pattern Recognition · Computer Science 2021-12-21 Zigeng Yan , Di-Hua Zhai , Yuanqing Xia