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Session-based Recommendation (SBR) is to predict users' next interested items based on their previous browsing sessions. Existing methods model sessions as graphs or sequences to estimate user interests based on their interacted items to…

Information Retrieval · Computer Science 2023-01-11 Xiaohan Li , Yuqing Liu , Zheng Liu , Philip S. Yu

Substantial efforts have been devoted to the investigation of spatiotemporal correlations for improving traffic speed prediction accuracy. However, existing works typically model the correlations based solely on the observed traffic state…

Machine Learning · Computer Science 2022-05-06 Yidan Sun , Guiyuan Jiang , Siew-Kei Lam , Peilan He , Fangxin Ning

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Statistical Finance · Quantitative Finance 2026-02-12 Ambedkar Dukkipati , Kawin Mayilvaghanan , Naveen Kumar Pallekonda , Sai Prakash Hadnoor , Ranga Shaarad Ayyagari

Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…

Statistical Finance · Quantitative Finance 2025-01-20 Yuxi Hong

Bi-type multi-relational heterogeneous graph (BMHG) is one of the most common graphs in practice, for example, academic networks, e-commerce user behavior graph and enterprise knowledge graph. It is a critical and challenge problem on how…

Machine Learning · Computer Science 2022-02-01 Yu Zhao , Shaopeng Wei , Huaming Du , Xingyan Chen , Qing Li , Fuzhen Zhuang , Ji Liu , Gang Kou

Network embedding aims to learn low-dimensional representations of nodes while capturing structure information of networks. It has achieved great success on many tasks of network analysis such as link prediction and node classification.…

Social and Information Networks · Computer Science 2020-04-03 Hansheng Xue , Luwei Yang , Wen Jiang , Yi Wei , Yi Hu , Yu Lin

The temporal segmentation of events is an essential task and a precursor for the automatic recognition of human actions in the video. Several attempts have been made to capture frame-level salient aspects through attention but they lack the…

Computer Vision and Pattern Recognition · Computer Science 2020-05-08 Harshala Gammulle , Simon Denman , Sridha Sridharan , Clinton Fookes

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

We introduce a heterogeneous spatiotemporal GARCH model for geostatistical data or processes on networks, e.g., for modelling and predicting financial return volatility across firms in a latent spatial framework. The model combines…

Statistical Finance · Quantitative Finance 2025-08-29 Atika Aouri , Philipp Otto

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…

Statistical Finance · Quantitative Finance 2025-05-13 Peng Zhu , Yuante Li , Yifan Hu , Qinyuan Liu , Dawei Cheng , Yuqi Liang

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

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

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Stock selection attempts to rank a list of stocks for optimizing investment decision making, aiming at minimizing investment risks while maximizing profit returns. Recently, researchers have developed various (recurrent) neural…

Statistical Finance · Quantitative Finance 2022-10-31 Qiang Gao , Xinzhu Zhou , Kunpeng Zhang , Li Huang , Siyuan Liu , Fan Zhou

Simultaneous trajectory prediction for multiple heterogeneous traffic participants is essential for the safe and efficient operation of connected automated vehicles under complex driving situations in the real world. The multi-agent…

Robotics · Computer Science 2021-06-15 Xiaoyu Mo , Yang Xing , Chen Lv

Accurate and timely traffic flow forecasting is crucial for intelligent transportation systems. This paper presents a novel deep learning model, the Spatial-Temporal Unified Graph Attention Network (STGAtt). By leveraging a unified graph…

Machine Learning · Computer Science 2025-08-26 Zhuding Liang , Jianxun Cui , Qingshuang Zeng , Feng Liu , Nenad Filipovic , Tijana Geroski

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

In this paper, we focus on graph representation learning of heterogeneous information network (HIN), in which various types of vertices are connected by various types of relations. Most of the existing methods conducted on HIN revise…

Machine Learning · Computer Science 2019-12-24 Huiting Hong , Hantao Guo , Yucheng Lin , Xiaoqing Yang , Zang Li , Jieping Ye

Traffic forecasting is a significant part of intelligent transportation systems. One of the critical challenges of traffic forecasting is to find spatio-temporal correlations. In recent years, graph convolutional networks and graph…

Artificial Intelligence · Computer Science 2026-05-19 Tianchi Zhang

Spatiotemporal forecasting of traffic flow data represents a typical problem in the field of machine learning, impacting urban traffic management systems. In general, spatiotemporal forecasting problems involve complex interactions,…

Machine Learning · Computer Science 2025-02-18 Yash Jakhmola , Madhurima Panja , Nitish Kumar Mishra , Kripabandhu Ghosh , Uttam Kumar , Tanujit Chakraborty