English
Related papers

Related papers: ChatGPT Informed Graph Neural Network for Stock Mo…

200 papers

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

Leveraging network information for predictive modeling has become widespread in many domains. Within the realm of referral and targeted marketing, influencer detection stands out as an area that could greatly benefit from the incorporation…

Social and Information Networks · Computer Science 2024-09-11 Elena Tiukhova , Emiliano Penaloza , María Óskarsdóttir , Bart Baesens , Monique Snoeck , Cristián Bravo

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Earnings conference calls are significant information events for volatility forecasting, which is essential for financial risk management and asset pricing. Although some recent volatility forecasting models have utilized the textual…

Computation and Language · Computer Science 2022-08-18 Yunxin Sang , Yang Bao

Graph Neural Networks (GNNs) have been widely used for modeling graph-structured data. With the development of numerous GNN variants, recent years have witnessed groundbreaking results in improving the scalability of GNNs to work on static…

Machine Learning · Computer Science 2022-06-06 Yanping Zheng , Hanzhi Wang , Zhewei Wei , Jiajun Liu , Sibo Wang

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

Risk Management · Quantitative Finance 2024-10-31 Matteo Citterio , Marco D'Errico , Gabriele Visentin

Recently, graph-based models designed for downstream tasks have significantly advanced research on graph neural networks (GNNs). GNN baselines based on neural message-passing mechanisms such as GCN and GAT perform worse as the network…

Machine Learning · Computer Science 2023-01-26 Jiayuan Chen , Xiang Zhang , Yinfei Xu , Tianli Zhao , Renjie Xie , Wei Xu

Graph neural networks (GNNs) are shown to be successful in modeling applications with graph structures. However, training an accurate GNN model requires a large collection of labeled data and expressive features, which might be inaccessible…

Machine Learning · Computer Science 2019-06-03 Ziniu Hu , Changjun Fan , Ting Chen , Kai-Wei Chang , Yizhou Sun

Large Language Models (LLMs) have gained the ability to assimilate human knowledge and facilitate natural language interactions with both humans and other LLMs. However, despite their impressive achievements, LLMs have not made significant…

Computation and Language · Computer Science 2023-10-03 Jianan Zhao , Le Zhuo , Yikang Shen , Meng Qu , Kai Liu , Michael Bronstein , Zhaocheng Zhu , Jian Tang

Reinforcement learning is well known for its ability to model sequential tasks and learn latent data patterns adaptively. Deep learning models have been widely explored and adopted in regression and classification tasks. However, deep…

Machine Learning · Computer Science 2025-06-17 Thanveer Shaik , Xiaohui Tao , Haoran Xie , Lin Li , Jianming Yong , Yuefeng Li

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

Graph Neural Networks (GNNs) have evolved to understand graph structures through recursive exchanges and aggregations among nodes. To enhance robustness, self-supervised learning (SSL) has become a vital tool for data augmentation.…

Computation and Language · Computer Science 2024-05-08 Jiabin Tang , Yuhao Yang , Wei Wei , Lei Shi , Lixin Su , Suqi Cheng , Dawei Yin , Chao Huang

Recently, progress has been made towards improving relational reasoning in machine learning field. Among existing models, graph neural networks (GNNs) is one of the most effective approaches for multi-hop relational reasoning. In fact,…

Computation and Language · Computer Science 2019-02-05 Hao Zhu , Yankai Lin , Zhiyuan Liu , Jie Fu , Tat-seng Chua , Maosong Sun

Functional connectivity (FC) as derived from fMRI has emerged as a pivotal tool in elucidating the intricacies of various psychiatric disorders and delineating the neural pathways that underpin cognitive and behavioral dynamics inherent to…

Neurons and Cognition · Quantitative Biology 2024-01-22 Gang Qu , Anton Orlichenko , Junqi Wang , Gemeng Zhang , Li Xiao , Aiying Zhang , Zhengming Ding , Yu-Ping Wang

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…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Deep learning has become the dominant approach in coping with various tasks in Natural LanguageProcessing (NLP). Although text inputs are typically represented as a sequence of tokens, there isa rich variety of NLP problems that can be best…

Computation and Language · Computer Science 2022-10-21 Lingfei Wu , Yu Chen , Kai Shen , Xiaojie Guo , Hanning Gao , Shucheng Li , Jian Pei , Bo Long

Representing networks as a graph and training a link prediction model using benign connections is an effective method of anomaly-based intrusion detection. Existing works using this technique have shown great success using temporal graph…

Cryptography and Security · Computer Science 2026-01-12 Isaiah J. King , Bernardo Trindade , Benjamin Bowman , H. Howie Huang

From a telecommunication standpoint, the surge in users and services challenges next-generation networks with escalating traffic demands and limited resources. Accurate traffic prediction can offer network operators valuable insights into…

Machine Learning · Computer Science 2024-05-16 Duc Thinh Ngo , Kandaraj Piamrat , Ons Aouedi , Thomas Hassan , Philippe Raipin-Parvédy

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of…

Statistical Finance · Quantitative Finance 2025-07-04 Yingjie Niu , Mingchuan Zhao , Valerio Poti , Ruihai Dong

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis