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An important part of many machine learning workflows on graphs is vertex representation learning, i.e., learning a low-dimensional vector representation for each vertex in the graph. Recently, several powerful techniques for unsupervised…

Machine Learning · Computer Science 2019-01-23 Hooman Peiro Sajjad , Andrew Docherty , Yuriy Tyshetskiy

Representation learning in dynamic graphs is a challenging problem because the topology of graph and node features vary at different time. This requires the model to be able to effectively capture both graph topology information and…

Machine Learning · Computer Science 2021-11-16 Xintao Xiang , Tiancheng Huang , Donglin Wang

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

Spoofing detection in financial trading is crucial, especially for identifying complex behaviors such as conspiracy spoofing. Traditional machine-learning approaches primarily focus on isolated node features, often overlooking the broader…

Machine Learning · Computer Science 2025-10-08 Sheng Xiang , Yidong Jiang , Yunting Chen , Dawei Cheng , Guoping Zhao , Changjun Jiang

Learning graph representations is a fundamental task aimed at capturing various properties of graphs in vector space. The most recent methods learn such representations for static networks. However, real world networks evolve over time and…

Social and Information Networks · Computer Science 2019-08-22 Palash Goyal , Sujit Rokka Chhetri , Arquimedes Canedo

The assumption of using a static graph to represent multivariate time-varying signals oversimplifies the complexity of modeling their interactions over time. We propose a Dynamic Multi-hop model that captures dynamic interactions among…

Signal Processing · Electrical Eng. & Systems 2024-11-26 Yi Yan , Fengfan Zhao , Ercan Engin Kuruoglu

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Machine Learning · Computer Science 2022-06-29 Junchen Ye , Zihan Liu , Bowen Du , Leilei Sun , Weimiao Li , Yanjie Fu , Hui Xiong

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

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

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

Recent advancements in graph representation learning have shifted attention towards dynamic graphs, which exhibit evolving topologies and features over time. The increased use of such graphs creates a paramount need for generative models…

Machine Learning · Computer Science 2024-12-23 Ryien Hosseini , Filippo Simini , Venkatram Vishwanath , Henry Hoffmann

Temporal link prediction in dynamic graphs is a fundamental problem in many real-world systems. Existing temporal graph neural networks mainly focus on learning representations of historical interactions. Despite their strong performance,…

Machine Learning · Computer Science 2026-02-02 Nguyen Minh Duc , Viet Cuong Ta

Time series prediction is an important problem in machine learning. Previous methods for time series prediction did not involve additional information. With a lot of dynamic knowledge graphs available, we can use this additional information…

Machine Learning · Computer Science 2020-07-14 Sankalp Garg , Navodita Sharma , Woojeong Jin , Xiang Ren

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

Dynamic multi-relational graphs are an expressive relational representation for data enclosing entities and relations of different types, and where relationships are allowed to vary in time. Addressing predictive tasks over such data…

Machine Learning · Computer Science 2024-03-19 Asma Sattar , Georgios Deligiorgis , Marco Trincavelli , Davide Bacciu

Stock selection is important for investors to construct profitable portfolios. Graph neural networks (GNNs) are increasingly attracting researchers for stock prediction due to their strong ability of relation modelling and generalisation.…

Statistical Finance · Quantitative Finance 2023-06-28 Yang Qiao , Yiping Xia , Xiang Li , Zheng Li , Yan Ge

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan