English
Related papers

Related papers: Futures Quantitative Investment with Heterogeneous…

200 papers

The factor graph decentralized data fusion (FG-DDF) framework was developed for the analysis and exploitation of conditional independence in {heterogeneous Bayesian decentralized fusion problems, in which robots update and fuse pdfs over…

Robotics · Computer Science 2023-09-27 Ofer Dagan , Tycho L. Cinquini , Nisar R. Ahmed

Federated Learning (FL) is a learning paradigm that protects privacy by keeping client data on edge devices. However, optimizing FL in practice can be difficult due to the diversity and heterogeneity of the learning system. Despite recent…

Machine Learning · Computer Science 2023-02-21 Yongxin Guo , Tao Lin , Xiaoying Tang

Heterogeneous graph neural network (HGNN) is a very popular technique for the modeling and analysis of heterogeneous graphs. Most existing HGNN-based approaches are supervised or semi-supervised learning methods requiring graphs to be…

Machine Learning · Computer Science 2023-11-17 Cuiying Huo , Dongxiao He , Yawen Li , Di Jin , Jianwu Dang , Weixiong Zhang , Witold Pedrycz , Lingfei Wu

Graph-based collaborative filtering (CF) algorithms have gained increasing attention. Existing work in this literature usually models the user-item interactions as a bipartite graph, where users and items are two isolated node sets and…

Information Retrieval · Computer Science 2020-11-19 Zekun Li , Yujia Zheng , Shu Wu , Xiaoyu Zhang , Liang Wang

Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social…

Machine Learning · Computer Science 2020-10-12 Emanuele Rossi , Ben Chamberlain , Fabrizio Frasca , Davide Eynard , Federico Monti , Michael Bronstein

In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of cryptocurrency price predictions. By combining the Transformer's…

Machine Learning · Computer Science 2025-05-01 Esam Mahdi , C. Martin-Barreiro , X. Cabezas

Dynamic interactions between entities are prevalent in domains like social platforms, financial systems, healthcare, and e-commerce. These interactions can be effectively represented as time-evolving graphs, where predicting future…

Machine Learning · Computer Science 2026-01-21 Sidharth Agarwal , Tanishq Dubey , Shubham Gupta , Srikanta Bedathur

Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and…

Machine Learning · Computer Science 2025-06-10 Junyi Liu , Stanley Kok

With recent advances in sensing technologies, a myriad of spatio-temporal data has been generated and recorded in smart cities. Forecasting the evolution patterns of spatio-temporal data is an important yet demanding aspect of urban…

Machine Learning · Computer Science 2023-11-27 Guangyin Jin , Yuxuan Liang , Yuchen Fang , Zezhi Shao , Jincai Huang , Junbo Zhang , Yu Zheng

Notably, current intelligent transportation systems rely heavily on accurate traffic forecasting and swift inference provision to make timely decisions. While Graph Convolutional Networks (GCNs) have shown benefits in modeling complex…

Machine Learning · Computer Science 2025-08-12 Zhaoyan Wang , Xiangchi Song , In-Young Ko

Heterogeneous graph convolutional networks have gained great popularity in tackling various network analytical tasks on heterogeneous network data, ranging from link prediction to node classification. However, most existing works ignore the…

Social and Information Networks · Computer Science 2022-08-15 Pengyang Yu , Chaofan Fu , Yanwei Yu , Chao Huang , Zhongying Zhao , Junyu Dong

In practical applications, multi-view data depicting objectives from assorted perspectives can facilitate the accuracy increase of learning algorithms. However, given multi-view data, there is limited work for learning discriminative node…

Computer Vision and Pattern Recognition · Computer Science 2022-11-18 Zhaoliang Chen , Lele Fu , Jie Yao , Wenzhong Guo , Claudia Plant , Shiping Wang

As human-robot collaboration increases in the workforce, it becomes essential for human-robot teams to coordinate efficiently and intuitively. Traditional approaches for human-robot scheduling either utilize exact methods that are…

Artificial Intelligence · Computer Science 2023-02-01 Batuhan Altundas , Zheyuan Wang , Joshua Bishop , Matthew Gombolay

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…

Statistical Finance · Quantitative Finance 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

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

Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…

Trading and Market Microstructure · Quantitative Finance 2022-06-22 Artur Sokolovsky , Luca Arnaboldi

We develop and implement two realizations of quantum graph neural networks (QGNN), applied to the task of particle interaction simulation. The first QGNN is a speculative quantum-classical hybrid learning model that relies on the ability to…

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. To this end, we formulate an…

Portfolio Management · Quantitative Finance 2023-05-26 Chendi Ni , Yuying Li , Peter A. Forsyth

Recently, continual graph learning has been increasingly adopted for diverse graph-structured data processing tasks in non-stationary environments. Despite its promising learning capability, current studies on continual graph learning…

Machine Learning · Computer Science 2024-02-12 Zonggui Tian , Du Zhang , Hong-Ning Dai

Short term Load Forecasting (STLF) plays an important role in traditional and modern power systems. Most STLF models predominantly exploit temporal dependencies from historical data to predict future consumption. Nowadays, with the…

Machine Learning · Computer Science 2025-02-19 Quoc Viet Nguyen , Joaquin Delgado Fernandez , Sergio Potenciano Menci