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Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed…

Statistical Finance · Quantitative Finance 2024-06-17 Zinuo You , Pengju Zhang , Jin Zheng , John Cartlidge

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

We introduce U-shaped encoder-decoder graph neural networks (U-GNNs) for stochastic graph signal generation using denoising diffusion processes. The architecture learns node features at different resolutions with skip connections between…

Machine Learning · Computer Science 2025-09-23 Yigit Berkay Uslu , Samar Hadou , Sergio Rozada , Shirin Saeedi Bidokhti , Alejandro Ribeiro

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

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

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

Real-world graphs, such as social networks, financial transactions, and recommendation systems, often demonstrate dynamic behavior. This phenomenon, known as graph stream, involves the dynamic changes of nodes and the emergence and…

Machine Learning · Computer Science 2023-05-16 Yanping Zheng , Zhewei Wei , Jiajun Liu

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

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.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Graph neural networks (GNNs) demonstrate a robust capability for representation learning on graphs with complex structures, showcasing superior performance in various applications. The majority of existing GNNs employ a graph convolution…

Machine Learning · Computer Science 2025-02-19 Jinlu Wang , Jipeng Guo , Yanfeng Sun , Junbin Gao , Shaofan Wang , Yachao Yang , Baocai Yin

Multivariate time series forecasting is a challenging task because the data involves a mixture of long- and short-term patterns, with dynamic spatio-temporal dependencies among variables. Existing graph neural networks (GNN) typically model…

Machine Learning · Computer Science 2021-12-08 Zhuoling Li , Gaowei Zhang , Lingyu Xu , Jie Yu

Graph neural networks (GNNs), especially dynamic GNNs, have become a research hotspot in spatio-temporal forecasting problems. While many dynamic graph construction methods have been developed, relatively few of them explore the causal…

Machine Learning · Computer Science 2023-05-18 Guojun Liang , Prayag Tiwari , Sławomir Nowaczyk , Stefan Byttner , Fernando Alonso-Fernandez

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

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Implicit graph neural networks have gained popularity in recent years as they capture long-range dependencies while improving predictive performance in static graphs. Despite the tussle between performance degradation due to the…

Machine Learning · Computer Science 2024-06-27 Yongjian Zhong , Hieu Vu , Tianbao Yang , Bijaya Adhikari

Traffic prediction is the cornerstone of an intelligent transportation system. Accurate traffic forecasting is essential for the applications of smart cities, i.e., intelligent traffic management and urban planning. Although various methods…

Machine Learning · Computer Science 2021-05-04 Fuxian Li , Jie Feng , Huan Yan , Guangyin Jin , Depeng Jin , Yong Li

Dynamic Graph Neural Network (DGNN) has shown a strong capability of learning dynamic graphs by exploiting both spatial and temporal features. Although DGNN has recently received considerable attention by AI community and various DGNN…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-08 Fahao Chen , Peng Li , Celimuge Wu
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