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We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

General Finance · Quantitative Finance 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

Statistical Finance · Quantitative Finance 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

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

Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches…

Machine Learning · Computer Science 2019-12-02 Daiki Matsunaga , Toyotaro Suzumura , Toshihiro Takahashi

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…

Statistical Finance · Quantitative Finance 2025-05-13 Peng Zhu , Yuante Li , Yifan Hu , Qinyuan Liu , Dawei Cheng , Yuqi Liang

Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has been a growing interest in utilizing…

Statistical Finance · Quantitative Finance 2019-11-13 Raehyun Kim , Chan Ho So , Minbyul Jeong , Sanghoon Lee , Jinkyu Kim , Jaewoo Kang

Large digital platforms create environments where different types of user interactions are captured, these relationships offer a novel source of information for fraud detection problems. In this paper we propose a framework of relational…

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

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

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…

Statistical Finance · Quantitative Finance 2024-11-20 Xin Zhang , Zhen Xu , Yue Liu , Mengfang Sun , Tong Zhou , Wenying Sun

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…

Statistical Finance · Quantitative Finance 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

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

Link prediction attempts to predict whether an unseen edge exists based on only a portion of edges of a graph. A flurry of methods have been introduced in recent years that attempt to make use of graph neural networks (GNNs) for this task.…

Machine Learning · Computer Science 2023-11-21 Juanhui Li , Harry Shomer , Haitao Mao , Shenglai Zeng , Yao Ma , Neil Shah , Jiliang Tang , Dawei Yin

Accurate modeling of inter-stock relationships is critical for stock price forecasting. However, existing methods predominantly focus on single-state relationships, neglecting the essential complementarity between dynamic and static…

Machine Learning · Computer Science 2025-10-14 Long Chen , Huixin Bai , Mingxin Wang , Xiaohua Huang , Ying Liu , Jie Zhao , Ziyu Guan

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Applying a network analysis to stock return correlations, we study the dynamical properties of the network and how they correlate with the market return, finding meaningful variables that partially capture the complex dynamical processes of…

Statistical Finance · Quantitative Finance 2024-08-22 Ixandra Achitouv

Graph Neural Networks have revolutionized many machine learning tasks in recent years, ranging from drug discovery, recommendation systems, image classification, social network analysis to natural language understanding. This paper shows…

Machine Learning · Computer Science 2021-05-14 Faez Ahmed , Yaxin Cui , Yan Fu , Wei Chen