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While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…
Spatial-temporal data forecasting of traffic flow is a challenging task because of complicated spatial dependencies and dynamical trends of temporal pattern between different roads. Existing frameworks typically utilize given spatial…
Predicting the motion of multiple traffic participants has always been one of the most challenging tasks in autonomous driving. The recently proposed occupancy flow field prediction method has shown to be a more effective and scalable…
Precisely forecasting the excess returns of an asset (e.g., Tesla stock) is beneficial to all investors. However, the unpredictability of market dynamics, influenced by human behaviors, makes this a challenging task. In prior research,…
Graph neural networks (GNNs) have achieved remarkable success in node classification. Building on this progress, heterogeneous graph neural networks (HGNNs) integrate relation types and node and edge semantics to leverage heterogeneous…
Various data mining tasks have been proposed to study Community Question Answering (CQA) platforms like Stack Overflow. The relatedness between some of these tasks provides useful learning signals to each other via Multi-Task Learning…
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.…
Accurate prediction of molecular properties is essential in drug discovery and related fields. However, existing graph neural networks (GNNs) often struggle to simultaneously capture both local and global molecular structures. In this work,…
To accelerate the process of materials design, materials science has increasingly used data driven techniques to extract information from collected data. Specially, machine learning (ML) algorithms, which span the ML discipline, have…
As neural networks are increasingly being applied to real-world applications, mechanisms to address distributional shift and sequential task learning without forgetting are critical. Methods incorporating network expansion have shown…
Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…
Spatiotemporal forecasting has emerged as an indispensable building block of diverse smart city applications, such as intelligent transportation and smart energy management. Recent advancements have uncovered that the performance of…
As online courses become the norm in the higher-education landscape, investigations into student performance between students who take online vs on-campus versions of classes become necessary. While attention has been given to looking at…
Heterophilic Graph Neural Networks (HGNNs) have shown promising results for semi-supervised learning tasks on graphs. Notably, most real-world heterophilic graphs are composed of a mixture of nodes with different neighbor patterns,…
Heterogeneous graphs, comprising diverse node and edge types connected through varied relations, are ubiquitous in real-world applications. Message-passing heterogeneous graph neural networks (HGNNs) have emerged as a powerful model class…
The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…
Predicting molecular properties (e.g., atomization energy) is an essential issue in quantum chemistry, which could speed up much research progress, such as drug designing and substance discovery. Traditional studies based on density…
We address catastrophic forgetting issues in graph learning as incoming data transits from one to another graph distribution. Whereas prior studies primarily tackle one setting of graph continual learning such as incremental node…
Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…
Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…