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Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec

Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully…

Machine Learning · Computer Science 2024-05-28 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Entity alignment aims to identify equivalent entity pairs between different knowledge graphs (KGs). Recently, the availability of temporal KGs (TKGs) that contain time information created the need for reasoning over time in such TKGs.…

Artificial Intelligence · Computer Science 2022-03-15 Chengjin Xu , Fenglong Su , Jens Lehmann

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Graphs are a commonly used construct for representing relationships between elements in complex high dimensional datasets. Many real-world phenomenon are dynamic in nature, meaning that any graph used to represent them is inherently…

Social and Information Networks · Computer Science 2018-11-21 Stephen Bonner , John Brennan , Ibad Kureshi , Georgios Theodoropoulos , Andrew Stephen McGough , Boguslaw Obara

While traditional federated learning (FL) typically focuses on a star topology where clients are directly connected to a central server, real-world distributed systems often exhibit hierarchical architectures. Hierarchical FL (HFL) has…

Machine Learning · Computer Science 2024-12-18 Wenzhi Fang , Dong-Jun Han , Evan Chen , Shiqiang Wang , Christopher G. Brinton

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Human communication is multimodal in nature; it is through multiple modalities such as language, voice, and facial expressions, that opinions and emotions are expressed. Data in this domain exhibits complex multi-relational and temporal…

Computation and Language · Computer Science 2021-04-30 Jianing Yang , Yongxin Wang , Ruitao Yi , Yuying Zhu , Azaan Rehman , Amir Zadeh , Soujanya Poria , Louis-Philippe Morency

Multi-relational graphs (MRGs) are an expressive data structure for modeling diverse interactions/relations among real objects (i.e., nodes), which pervade extensive applications and scenarios. Given an MRG G with N nodes, partitioning the…

Machine Learning · Computer Science 2025-08-26 Xiaoyang Lin , Runhao Jiang , Renchi Yang

Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources.…

Many real world graphs contain time domain information. Temporal Graph Neural Networks capture temporal information as well as structural and contextual information in the generated dynamic node embeddings. Researchers have shown that these…

Machine Learning · Computer Science 2022-07-04 Hongkuan Zhou , Da Zheng , Israt Nisa , Vasileios Ioannidis , Xiang Song , George Karypis

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

Predicting metrics associated with entities' transnational behavior within payment processing networks is essential for system monitoring. Multivariate time series, aggregated from the past transaction history, can provide valuable insights…

Machine Learning · Computer Science 2021-09-23 Chin-Chia Michael Yeh , Zhongfang Zhuang , Junpeng Wang , Yan Zheng , Javid Ebrahimi , Ryan Mercer , Liang Wang , Wei Zhang

Link prediction on graphs has applications spanning from recommender systems to drug discovery. Temporal link prediction (TLP) refers to predicting future links in a temporally evolving graph and adds additional complexity related to the…

Machine Learning · Computer Science 2025-04-18 Ayan Chatterjee , Barbara Ikica , Babak Ravandi , John Palowitch

Compared with static knowledge graphs, temporal knowledge graphs (tKG), which can capture the evolution and change of information over time, are more realistic and general. However, due to the complexity that the notion of time introduces…

Computation and Language · Computer Science 2025-04-07 Siheng Xiong , Yuan Yang , Faramarz Fekri , James Clayton Kerce

Temporal graphs are graphs whose topology is subject to discrete changes over time. Given a static underlying graph $G$, a temporal graph is represented by assigning a set of integer time-labels to every edge $e$ of $G$, indicating the…

Discrete Mathematics · Computer Science 2020-09-30 George B. Mertzios , Hendrik Molter , Rolf Niedermeier , Viktor Zamaraev , Philipp Zschoche

Relational databases, organized into tables connected by primary-foreign key relationships, are a common format for organizing data. Making predictions on relational data often involves transforming them into a flat tabular format through…

Databases · Computer Science 2025-04-08 Veronica Lachi , Antonio Longa , Beatrice Bevilacqua , Bruno Lepri , Andrea Passerini , Bruno Ribeiro

This paper investigates traffic forecasting, which attempts to forecast the future state of traffic based on historical situations. This problem has received ever-increasing attention in various scenarios and facilitated the development of…

Machine Learning · Computer Science 2024-03-05 Wei Ju , Yusheng Zhao , Yifang Qin , Siyu Yi , Jingyang Yuan , Zhiping Xiao , Xiao Luo , Xiting Yan , Ming Zhang

We present an approach, based on deep neural networks, that allows identifying robust statistical arbitrage strategies in financial markets. Robust statistical arbitrage strategies refer to trading strategies that enable profitable trading…

Computational Finance · Quantitative Finance 2024-02-27 Ariel Neufeld , Julian Sester , Daiying Yin

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system…

Machine Learning · Computer Science 2021-12-07 Yanjun Qin , Yuchen Fang , Haiyong Luo , Fang Zhao , Chenxing Wang
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