English
Related papers

Related papers: GCNET: graph-based prediction of stock price movem…

200 papers

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

In this paper, we introduce CrimeGraphNet, a novel approach for link prediction in criminal networks utilizingGraph Convolutional Networks (GCNs). Criminal networks are intricate and dynamic, with covert links that are challenging to…

Social and Information Networks · Computer Science 2023-12-01 Chen Yang

Stock return prediction is fundamental to financial decision-making, yet traditional time series models fail to capture the complex interdependencies between companies in modern markets. We propose the Full-State Graph Convolutional LSTM…

Statistical Finance · Quantitative Finance 2025-12-09 Chang Liu

Graph convolutional neural networks (GCNNs) have received much attention recently, owing to their capability in handling graph-structured data. Among the existing GCNNs, many methods can be viewed as instances of a neural message passing…

Machine Learning · Computer Science 2021-03-19 Tien Huu Do , Duc Minh Nguyen , Giannis Bekoulis , Adrian Munteanu , Nikos Deligiannis

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

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

From a complex network perspective, investigating the stock market holds paramount significance as it enables the systematic revelation of topological features inherent in the market. This approach is crucial in exploring market…

Physics and Society · Physics 2023-09-28 Yijie Teng , Rongmei Yang , Shuqi Xu , Linyuan Lü

The stock market is characterized by a complex relationship between companies and the market. This study combines a sequential graph structure with attention mechanisms to learn global and local information within temporal time.…

Statistical Finance · Quantitative Finance 2023-01-25 Tzu-Ya Lai , Wen Jung Cheng , Jun-En Ding

Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches…

Machine Learning · Computer Science 2019-12-02 Daiki Matsunaga , Toyotaro Suzumura , Toshihiro Takahashi

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…

Statistical Finance · Quantitative Finance 2021-07-20 Qinkai Chen

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Important advances have been made using convolutional neural network (CNN) approaches to solve complicated problems in areas that rely on grid structured data such as image processing and object classification. Recently, research on graph…

Machine Learning · Statistics 2018-08-24 Matthew Baron

The trajectory prediction is a critical and challenging problem in the design of an autonomous driving system. Many AI-oriented companies, such as Google Waymo, Uber and DiDi, are investigating more accurate vehicle trajectory prediction…

Robotics · Computer Science 2020-03-27 Ziyi Zhao , Haowen Fang , Zhao Jin , Qinru Qiu

Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Computational Finance · Quantitative Finance 2022-07-18 Bhaskarjit Sarmah , Nayana Nair , Dhagash Mehta , Stefano Pasquali

Neural networks for structured data like graphs have been studied extensively in recent years. To date, the bulk of research activity has focused mainly on static graphs. However, most real-world networks are dynamic since their topology…

Machine Learning · Computer Science 2020-03-03 Changmin Wu , Giannis Nikolentzos , Michalis Vazirgiannis

We introduce a family of multilayer graph kernels and establish new links between graph convolutional neural networks and kernel methods. Our approach generalizes convolutional kernel networks to graph-structured data, by representing…

Machine Learning · Statistics 2020-06-30 Dexiong Chen , Laurent Jacob , Julien Mairal

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Graph convolutional neural networks (GCNN) have numerous applications in different graph based learning tasks. Although the techniques obtain impressive results, they often fall short in accounting for the uncertainty associated with the…

Machine Learning · Computer Science 2019-11-13 Soumyasundar Pal , Florence Regol , Mark Coates