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Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Due to the complex and changing interactions in dynamic scenarios, motion forecasting is a challenging problem in autonomous driving. Most existing works exploit static road graphs to characterize scenarios and are limited in modeling…

Artificial Intelligence · Computer Science 2023-03-09 Xing Gao , Xiaogang Jia , Yikang Li , Hongkai Xiong

Graph representation learning (also known as network embedding) has been extensively researched with varying levels of granularity, ranging from nodes to graphs. While most prior work in this area focuses on node-level representation,…

Machine Learning · Computer Science 2023-06-05 Lili Wang , Chenghan Huang , Weicheng Ma , Xinyuan Cao , Soroush Vosoughi

The patterns of different financial data sources vary substantially, and accordingly, investors exhibit heterogeneous cognition behavior in information processing. To capture different patterns, we propose a novel approach called the…

Computational Engineering, Finance, and Science · Computer Science 2025-12-17 Ruize Gao , Mei Yang , Yu Wang , Shaoze Cui

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

In financial markets, Graph Neural Networks have been successfully applied to modeling relational data, effectively capturing nonlinear inter-stock dependencies. Yet, existing models often fail to efficiently propagate messages during…

Machine Learning · Computer Science 2025-10-14 Amber Li , Aruzhan Abil , Juno Marques Oda

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Machine learning on graph structured data has attracted much research interest due to its ubiquity in real world data. However, how to efficiently represent graph data in a general way is still an open problem. Traditional methods use…

Machine Learning · Computer Science 2019-11-14 Jiaqi Ma , Qiaozhu Mei

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

Statistical Finance · Quantitative Finance 2022-12-13 Alireza Jafari , Saman Haratizadeh

Graph-based semi-supervised learning usually involves two separate stages, constructing an affinity graph and then propagating labels for transductive inference on the graph. It is suboptimal to solve them independently, as the correlation…

Computer Vision and Pattern Recognition · Computer Science 2019-02-19 Qilin Li , Senjian An , Ling Li , Wanquan Liu

In this paper we study the problem of dynamically maintaining graph properties under batches of edge insertions and deletions in the massively parallel model of computation. In this setting, the graph is stored on a number of machines, each…

Data Structures and Algorithms · Computer Science 2019-08-07 David Durfee , Laxman Dhulipala , Janardhan Kulkarni , Richard Peng , Saurabh Sawlani , Xiaorui Sun

Stock selection attempts to rank a list of stocks for optimizing investment decision making, aiming at minimizing investment risks while maximizing profit returns. Recently, researchers have developed various (recurrent) neural…

Statistical Finance · Quantitative Finance 2022-10-31 Qiang Gao , Xinzhu Zhou , Kunpeng Zhang , Li Huang , Siyuan Liu , Fan Zhou

Many irregular domains such as social networks, financial transactions, neuron connections, and natural language constructs are represented using graph structures. In recent years, a variety of graph neural networks (GNNs) have been…

Machine Learning · Computer Science 2021-05-03 Osman Asif Malik , Shashanka Ubaru , Lior Horesh , Misha E. Kilmer , Haim Avron

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Recent recommender system advancements have focused on developing sequence-based and graph-based approaches. Both approaches proved useful in modeling intricate relationships within behavioral data, leading to promising outcomes in…

Information Retrieval · Computer Science 2024-03-18 Vladimir Baikalov , Evgeny Frolov

Graph neural networks have shown to learn effective node representations, enabling node-, link-, and graph-level inference. Conventional graph networks assume static relations between nodes, while relations between entities in a video often…

Computer Vision and Pattern Recognition · Computer Science 2022-12-07 Osman Ülger , Julian Wiederer , Mohsen Ghafoorian , Vasileios Belagiannis , Pascal Mettes

This paper addresses the problem of traffic prediction in distributed backend systems and proposes a graph neural network based modeling approach to overcome the limitations of traditional models in capturing complex dependencies and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-20 Zhimin Qiu , Feng Liu , Yuxiao Wang , Chenrui Hu , Ziyu Cheng , Di Wu

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in…

Machine Learning · Computer Science 2025-01-20 Wennuo Yang , Shiling Wu , Yuzhi Zhou , Cheng Luo , Xilin He , Weicheng Xie , Linlin Shen , Siyang Song

Neural networks for structured data like graphs have been studied extensively in recent years. To date, the bulk of research activity has focused mainly on static graphs. However, most real-world networks are dynamic since their topology…

Machine Learning · Computer Science 2020-03-03 Changmin Wu , Giannis Nikolentzos , Michalis Vazirgiannis

Link prediction and node classification are two important downstream tasks of network representation learning. Existing methods have achieved acceptable results but they perform these two tasks separately, which requires a lot of…

Social and Information Networks · Computer Science 2021-03-04 Hong Huang , Yu Song , Yao Wu , Jia Shi , Xia Xie , Hai Jin