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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…

Statistical Finance · Quantitative Finance 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

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…

Social and Information Networks · Computer Science 2022-07-11 Changwei Gong , Changhong Jing , Yanyan Shen , Shuqiang Wang

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…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

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…

Robotics · Computer Science 2026-01-01 Ruitong Li , Lin Zhang , Yuenan Zhao , Chengxin Liu , Ran Song , Wei Zhang

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…

Computational Engineering, Finance, and Science · Computer Science 2019-12-17 Fuli Feng , Xiangnan He , Xiang Wang , Cheng Luo , Yiqun Liu , Tat-Seng Chua

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…

Machine Learning · Computer Science 2025-01-03 Amirhossein Javaheri , Jiaxi Ying , Daniel P. Palomar , Farokh Marvasti

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,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

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…

Machine Learning · Computer Science 2023-09-15 Tiehua Zhang , Yuze Liu , Zhishu Shen , Rui Xu , Xin Chen , Xiaowei Huang , Xi Zheng

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,…

Machine Learning · Computer Science 2026-02-16 Wentao Xu , Zhongming Yao , Weihao Li , Zhenghang Song , Yumeng Song , Tianyi Li , Yushuai Li

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…

Machine Learning · Computer Science 2023-08-16 Haozhen Zhang , Xueting Han , Xi Xiao , Jing Bai

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…

Machine Learning · Computer Science 2025-03-24 Steve Gounoue , Ashutosh Sao , Simon Gottschalk

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…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

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…

Machine Learning · Computer Science 2021-07-02 Shuai Zheng , Zhenfeng Zhu , Zhizhe Liu , Zhenyu Guo , Yang Liu , Yao Zhao

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

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…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

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,…

Machine Learning · Computer Science 2021-01-22 Yao Lei Xu , Kriton Konstantinidis , Danilo P. Mandic

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…

Trading and Market Microstructure · Quantitative Finance 2025-04-11 Xian Wu

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…

Artificial Intelligence · Computer Science 2025-07-22 Zhaochen Guo , Zhixiang Shen , Xuanting Xie , Liangjian Wen , Zhao Kang

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…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson