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The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

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

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…

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

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

This paper studies semi-supervised graph classification, a crucial task with a wide range of applications in social network analysis and bioinformatics. Recent works typically adopt graph neural networks to learn graph-level representations…

Machine Learning · Computer Science 2023-04-25 Wei Ju , Xiao Luo , Meng Qu , Yifan Wang , Chong Chen , Minghua Deng , Xian-Sheng Hua , Ming Zhang

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

Graph neural networks (GNNs) achieve remarkable success in graph-based semi-supervised node classification, leveraging the information from neighboring nodes to improve the representation learning of target node. The success of GNNs at node…

Machine Learning · Computer Science 2020-07-28 Bingbing Xu , Junjie Huang , Liang Hou , Huawei Shen , Jinhua Gao , Xueqi Cheng

The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to…

Machine Learning · Computer Science 2019-12-02 Ehsan Hoseinzade , Saman Haratizadeh , Arash Khoeini

Predicting properties of nodes in a graph is an important problem with applications in a variety of domains. Graph-based Semi-Supervised Learning (SSL) methods aim to address this problem by labeling a small subset of the nodes as seeds and…

Machine Learning · Computer Science 2019-02-13 Shikhar Vashishth , Prateek Yadav , Manik Bhandari , Partha Talukdar

Graph neural networks (GNNs) have received much attention recently because of their excellent performance on graph-based tasks. However, existing research on GNNs focuses on designing more effective models without considering much about the…

Machine Learning · Computer Science 2021-04-20 Han Yang , Xiao Yan , Xinyan Dai , Yongqiang Chen , James Cheng

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

Tabular data prediction (TDP) is one of the most popular industrial applications, and various methods have been designed to improve the prediction performance. However, existing works mainly focus on feature interactions and ignore sample…

Machine Learning · Computer Science 2021-08-23 Xiawei Guo , Yuhan Quan , Huan Zhao , Quanming Yao , Yong Li , Weiwei Tu

Graph neural networks (GNNs) achieve strong performance on homophilic graphs but often struggle under heterophily, where adjacent nodes frequently belong to different classes. We propose an interpretable and adaptive framework for…

Machine Learning · Computer Science 2025-12-30 Soroush Vahidi

In this paper, we study using graph neural networks (GNNs) for \textit{multi-node representation learning}, where a representation for a set of more than one node (such as a link) is to be learned. Existing GNNs are mainly designed to learn…

Machine Learning · Computer Science 2025-03-11 Xiyuan Wang , Pan Li , Muhan Zhang

The interdependence between nodes in graphs is key to improve class predictions on nodes and utilized in approaches like Label Propagation (LP) or in Graph Neural Networks (GNN). Nonetheless, uncertainty estimation for non-independent…

Machine Learning · Statistics 2021-10-28 Maximilian Stadler , Bertrand Charpentier , Simon Geisler , Daniel Zügner , Stephan Günnemann

Inspired by the extensive success of deep learning, graph neural networks (GNNs) have been proposed to learn expressive node representations and demonstrated promising performance in various graph learning tasks. However, existing endeavors…

Machine Learning · Computer Science 2022-04-05 Kaize Ding , Jianling Wang , James Caverlee , Huan Liu

Recent years have witnessed the success of heterogeneous graph neural networks (HGNNs) in modeling heterogeneous information networks (HINs). In this paper, we focus on the benchmark task of HGNNs, i.e., node classification, and empirically…

Social and Information Networks · Computer Science 2023-04-04 Cheng Yang , Xumeng Gong , Chuan Shi , Philip S. Yu

Academic citation graphs represent citation relationships between publications across the full range of academic fields. Top cited papers typically reveal future trends in their corresponding domains which is of importance to both…

Machine Learning · Computer Science 2021-04-07 Daniel Cummings , Marcel Nassar

Graph Neural Networks (GNNs) have been widely applied in the semi-supervised node classification task, where a key point lies in how to sufficiently leverage the limited but valuable label information. Most of the classical GNNs solely use…

Machine Learning · Computer Science 2022-12-26 Le Yu , Leilei Sun , Bowen Du , Tongyu Zhu , Weifeng Lv
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