Related papers: MTRGL:Effective Temporal Correlation Discerning th…
Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…
Dynamic community detection has been prospered as a powerful tool for quantifying changes in dynamic brain network connectivity patterns by identifying strongly connected sets of nodes. However, as the network science problems and network…
Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…
Deep reinforcement learning (DRL) methods have demonstrated potential for autonomous navigation and obstacle avoidance of unmanned ground vehicles (UGVs) in crowded environments. Most existing approaches rely on single-frame observation and…
Over the past few years, graph neural networks (GNNs) have become powerful and practical tools for learning on (static) graph-structure data. However, many real-world applications, such as social networks and e-commerce, involve temporal…
Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural…
Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…
Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…
Spatial-temporal data contains rich information and has been widely studied in recent years due to the rapid development of relevant applications in many fields. For instance, medical institutions often use electrodes attached to different…
Constrained Reinforcement Learning (CRL) aims to optimize decision-making policies under constraint conditions, making it highly applicable to safety-critical domains such as autonomous driving, robotics, and power grid management. However,…
Temporal Graph Learning, which aims to model the time-evolving nature of graphs, has gained increasing attention and achieved remarkable performance recently. However, in reality, graph structures are often incomplete and noisy, which…
Transaction graphs, which represent financial and trade transactions between entities such as bank accounts and companies, can reveal patterns indicative of financial crimes like money laundering and fraud. However, effective detection of…
The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…
Benefiting from the powerful expressive capability of graphs, graph-based approaches have achieved impressive performance in various biomedical applications. Most existing methods tend to define the adjacency matrix among samples manually…
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…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
The irregular and multi-modal nature of numerous modern data sources poses serious challenges for traditional deep learning algorithms. To this end, recent efforts have generalized existing algorithms to irregular domains through graphs,…
This paper proposes a new algorithm -- Trading Graph Neural Network (TGNN) that can structurally estimate the impact of asset features, dealer features and relationship features on asset prices in trading networks. It combines the strength…
Multimodal graphs, which integrate unstructured heterogeneous data with structured interconnections, offer substantial real-world utility but remain insufficiently explored in unsupervised learning. In this work, we initiate the study of…
In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…