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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

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendation. Besides, in…

Machine Learning · Computer Science 2021-06-21 Yi-Ling Hsu , Yu-Che Tsai , Cheng-Te Li

Graph Neural Networks (GNNs) are deep learning methods which provide the current state of the art performance in node classification tasks. GNNs often assume homophily -- neighboring nodes having similar features and labels--, and therefore…

Machine Learning · Computer Science 2021-10-26 Liheng Ma , Reihaneh Rabbany , Adriana Romero-Soriano

Graph neural networks have shown remarkable performance in forecasting stock movements, which arises from learning complex inter-dependencies between stocks and intra-dynamics of stocks. Existing approaches based on graph neural networks…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Existing Graph Neural Networks (GNNs) compute the message exchange between nodes by either aggregating uniformly (convolving) the features of all the neighboring nodes, or by applying a non-uniform score (attending) to the features. Recent…

Machine Learning · Computer Science 2023-03-02 Adrián Javaloy , Pablo Sanchez-Martin , Amit Levi , Isabel Valera

Graph or network data is ubiquitous in the real world, including social networks, information networks, traffic networks, biological networks and various technical networks. The non-Euclidean nature of graph data poses the challenge for…

Social and Information Networks · Computer Science 2019-09-06 Junjie Huang , Huawei Shen , Liang Hou , Xueqi Cheng

A large number of real-world networks include multiple types of nodes and edges. Graph Neural Network (GNN) emerged as a deep learning framework to generate node and graph embeddings for downstream machine learning tasks. However, popular…

Machine Learning · Computer Science 2024-11-26 Ziynet Nesibe Kesimoglu , Serdar Bozdag

Graph Neural Networks (GNNs) have led to state-of-the-art performance on a variety of machine learning tasks such as recommendation, node classification and link prediction. Graph neural network models generate node embeddings by merging…

Machine Learning · Computer Science 2020-11-04 Yunpeng Weng , Xu Chen , Liang Chen , Wei Liu

Graph neural networks (GNNs) have garnered significant attention due to their ability to represent graph data. Among various GNN variants, graph attention network (GAT) stands out since it is able to dynamically learn the importance of…

Machine Learning · Computer Science 2024-08-19 Tiqiao Wei , Ye Yuan

Graph Attention Networks (GATs) have emerged as powerful models for learning expressive representations from such data by adaptively weighting neighboring nodes through attention mechanisms. However, most existing approaches primarily rely…

Machine Learning · Computer Science 2026-02-05 Farshad Noravesh , Reza Haffari , Layki Soon , Arghya Pal

Knowledge graphs offer a structured representation of real-world entities and their relationships, enabling a wide range of applications from information retrieval to automated reasoning. In this paper, we conduct a systematic comparison…

Machine Learning · Computer Science 2025-07-31 Thanh Hoang-Minh

Graph Neural Networks (GNNs) have been successfully used in many problems involving graph-structured data, achieving state-of-the-art performance. GNNs typically employ a message-passing scheme, in which every node aggregates information…

Machine Learning · Computer Science 2022-11-22 Michail Chatzianastasis , Johannes F. Lutzeyer , George Dasoulas , Michalis Vazirgiannis

Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional Markowitz-based mean-variance portfolios are widespread,…

Portfolio Management · Quantitative Finance 2025-02-05 Kamesh Korangi , Christophe Mues , Cristián Bravo

Temporal Graph Neural Networks (TGNNs) have gained growing attention for modeling and predicting structures in temporal graphs. However, existing TGNNs primarily focus on pairwise interactions while overlooking higher-order structures that…

Machine Learning · Computer Science 2025-05-22 Jingzhe Liu , Zhigang Hua , Yan Xie , Bingheng Li , Harry Shomer , Yu Song , Kaveh Hassani , Jiliang Tang

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…

Machine Learning · Computer Science 2025-11-04 Xiaosha Xue , Peibo Duan , Zhipeng Liu , Qi Chu , Changsheng Zhang , Bin zhang

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…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

While Graph Neural Network (GNN) has shown superiority in learning node representations of homogeneous graphs, leveraging GNN on heterogeneous graphs remains a challenging problem. The dominating reason is that GNN learns node…

Social and Information Networks · Computer Science 2020-09-22 Ziyue Qiao , Pengyang Wang , Yanjie Fu , Yi Du , Pengfei Wang , Yuanchun Zhou

Graphs can facilitate modeling various complex systems such as gene networks and power grids, as well as analyzing the underlying relations within them. Learning over graphs has recently attracted increasing attention, particularly graph…

Machine Learning · Computer Science 2023-03-28 O. Deniz Kose , Yanning Shen

Graphs are useful for representing various realworld objects. However, graph neural networks (GNNs) tend to suffer from over-smoothing, where the representations of nodes of different classes become similar as the number of layers…

Machine Learning · Computer Science 2024-10-22 Jun Kato , Airi Mita , Keita Gobara , Akihiro Inokuchi

Graph Attention Network (GAT) focuses on modelling simple undirected and single relational graph data only. This limits its ability to deal with more general and complex multi-relational graphs that contain entities with directed links of…

Artificial Intelligence · Computer Science 2021-09-14 Meiqi Chen , Yuan Zhang , Xiaoyu Kou , Yuntao Li , Yan Zhang
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