Related papers: NETpred: Network-based modeling and prediction of …
Prediction of node and graph labels are prominent network science tasks. Data analyzed in these tasks are sometimes related: entities represented by nodes in a higher-level (higher-scale) network can themselves be modeled as networks at a…
Graph Neural Networks (GNNs) have shown state-of-the-art improvements in node classification tasks on graphs. While these improvements have been largely demonstrated in a multi-class classification scenario, a more general and realistic…
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…
Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…
Graph Neural Networks (GNNs) often struggle with heterophilic data, where connected nodes may have dissimilar labels, as they typically assume homophily and rely on local message passing. To address this, we propose creating alternative…
This paper studies forward-looking stock-stock correlation forecasting for S\&P 500 constituents and evaluates whether learned correlation forecasts can improve graph-based clustering used in basket trading strategies. We cast 10-day ahead…
Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…
This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…
Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…
Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…
Graph Neural Networks (GNNs) have emerged as a promising tool to handle data exhibiting an irregular structure. However, most GNN architectures perform well on homophilic datasets, where the labels of neighboring nodes are likely to be the…
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…
Link prediction is a fundamental problem in graph data analysis. While most of the literature focuses on transductive link prediction that requires all the graph nodes and majority of links in training, inductive link prediction, which only…
Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…
Graph neural networks (GNNs) are increasingly used in critical human applications for predicting node labels in attributed graphs. Their ability to aggregate features from nodes' neighbors for accurate classification also has the capacity…
Graph Neural Networks (GNNs) have shown promising results in various tasks, among which link prediction is an important one. GNN models usually follow a node-centric message passing procedure that aggregates the neighborhood information to…
We consider a family of problems that are concerned about making predictions for the majority of unlabeled, graph-structured data samples based on a small proportion of labeled samples. Relational information among the data samples, often…
In this research, we developed a graph-based framework to represent various aspects of optimal thermal management system design, with the aim of rapidly and efficiently identifying optimal design candidates. Initially, the graph-based…
Semi-supervised node classification in attributed graphs, i.e., graphs with node features, involves learning to classify unlabeled nodes given a partially labeled graph. Label predictions are made by jointly modeling the node and its'…
Prediction of taxi service demand and supply is essential for improving customer's experience and provider's profit. Recently, graph neural networks (GNNs) have been shown promising for this application. This approach models city regions as…