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We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…

Statistical Finance · Quantitative Finance 2023-08-04 Chao Zhang , Xingyue Pu , Mihai Cucuringu , Xiaowen Dong

Local neighborhoods play a crucial role in embedding generation in graph-based learning. It is commonly believed that nodes ought to have embeddings that resemble those of their neighbors. In this research, we try to carefully expand the…

Social and Information Networks · Computer Science 2024-01-04 Yassin Mohamadi , Mostafa Haghir Chehreghani

Graph embeddings have emerged as a powerful tool for representing complex network structures in a low-dimensional space, enabling the use of efficient methods that employ the metric structure in the embedding space as a proxy for the…

Social and Information Networks · Computer Science 2024-04-18 Radosław Nowak , Adam Małkowski , Daniel Cieślak , Piotr Sokół , Paweł Wawrzyński

Temporal graph neural networks have shown promising results in learning inductive representations by automatically extracting temporal patterns. However, previous works often rely on complex memory modules or inefficient random walk methods…

Machine Learning · Computer Science 2024-01-10 Mohammad Ali Alomrani , Mahdi Biparva , Yingxue Zhang , Mark Coates

Graph neural networks use relational information as an inductive bias to enhance prediction performance. Not rarely, task-relevant relations are unknown and graph structure learning approaches have been proposed to learn them from data.…

Machine Learning · Computer Science 2025-05-29 Alessandro Manenti , Daniele Zambon , Cesare Alippi

Computing latent representations for graph-structured data is an ubiquitous learning task in many industrial and academic applications ranging from molecule synthetization to social network analysis and recommender systems. Knowledge graphs…

Neural and Evolutionary Computing · Computer Science 2023-08-25 Victor Caceres Chian , Marcel Hildebrandt , Thomas Runkler , Dominik Dold

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Graph Neural Networks (GNNs) have advanced spatiotemporal forecasting by leveraging relational inductive biases among sensors (or any other measuring scheme) represented as nodes in a graph. However, current methods often rely on Recurrent…

Machine Learning · Computer Science 2024-05-30 Aref Einizade , Fragkiskos D. Malliaros , Jhony H. Giraldo

In this work, we examine a novel forecasting approach for COVID-19 case prediction that uses Graph Neural Networks and mobility data. In contrast to existing time series forecasting models, the proposed approach learns from a single…

Machine Learning · Computer Science 2020-07-08 Amol Kapoor , Xue Ben , Luyang Liu , Bryan Perozzi , Matt Barnes , Martin Blais , Shawn O'Banion

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

Machine Learning · Computer Science 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

Biological foundation models have shown strong performance in single-cell representation learning by applying transformer architectures directly to gene-expression matrices. However, these approaches predominantly operate in static settings…

Machine Learning · Computer Science 2026-05-28 Manuel Dileo , Andrea Sottoriva

Many prediction problems can be phrased as inferences over local neighborhoods of graphs. The graph represents the interaction between entities, and the neighborhood of each entity contains information that allows the inferences or…

Machine Learning · Computer Science 2016-11-22 Rakshit Agrawal , Luca de Alfaro , Vassilis Polychronopoulos

Graph Neural Networks leverage the connectivity structure of graphs as an inductive bias. Latent graph inference focuses on learning an adequate graph structure to diffuse information on and improve the downstream performance of the model.…

Machine Learning · Computer Science 2023-04-13 Haitz Sáez de Ocáriz Borde , Álvaro Arroyo , Ingmar Posner

Graphs are a commonly used construct for representing relationships between elements in complex high dimensional datasets. Many real-world phenomenon are dynamic in nature, meaning that any graph used to represent them is inherently…

Social and Information Networks · Computer Science 2018-11-21 Stephen Bonner , John Brennan , Ibad Kureshi , Georgios Theodoropoulos , Andrew Stephen McGough , Boguslaw Obara

Spatiotemporal Graph Neural Networks (ST-GNNs) and Transformers have shown significant promise in traffic forecasting by effectively modeling temporal and spatial correlations. However, rapid urbanization in recent years has led to dynamic…

Machine Learning · Computer Science 2024-11-19 Hongjun Wang , Jiyuan Chen , Lingyu Zhang , Renhe Jiang , Xuan Song

Accurate demand forecasting is critical for enhancing the efficiency and responsiveness of food delivery platforms, where spatial heterogeneity and temporal fluctuations in order volumes directly influence operational decisions. This paper…

Machine Learning · Computer Science 2025-07-22 Rabia Latief Bhat , Iqra Altaf Gillani

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

Graph structure learning is a well-established problem that aims at optimizing graph structures adaptive to specific graph datasets to help message passing neural networks (i.e., GNNs) to yield effective and robust node embeddings. However,…

Machine Learning · Computer Science 2023-06-21 Wentao Zhao , Qitian Wu , Chenxiao Yang , Junchi Yan

Graph representation learning has drawn increasing attention in recent years, especially for learning the low dimensional embedding at both node and graph level for classification and recommendations tasks. To enable learning the…

Machine Learning · Computer Science 2022-01-20 Tiehua Zhang , Yuze Liu , Xin Chen , Xiaowei Huang , Feng Zhu , Xi Zheng

Graph Neural Networks (GNNs) are powerful deep learning methods for Non-Euclidean data. Popular GNNs are message-passing algorithms (MPNNs) that aggregate and combine signals in a local graph neighborhood. However, shallow MPNNs tend to…

Machine Learning · Statistics 2022-11-08 Ningyuan Huang , Soledad Villar , Carey E. Priebe , Da Zheng , Chengyue Huang , Lin Yang , Vladimir Braverman