Related papers: Evaluating Financial Relational Graphs: Interpreta…
We present a novel methodology to jointly perform multi-task learning and infer intrinsic relationship among tasks by an interpretable and sparse graph. Unlike existing multi-task learning methodologies, the graph structure is not assumed…
The landscape of financial transactions has grown increasingly complex due to the expansion of global economic integration and advancements in information technology. This complexity poses greater challenges in detecting and managing…
In the past two decades, the field of applied finance has tremendously benefited from graph theory. As a result, novel methods ranging from asset network estimation to hierarchical asset selection and portfolio allocation are now part of…
Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and…
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…
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…
The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…
It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…
Language models can be used to identify relationships between financial entities in text. However, while structured output mechanisms exist, prompting-based pipelines still incur autoregressive decoding costs and decouple graph construction…
Graph-based Neural Networks (GNNs) are recent models created for learning representations of nodes (and graphs), which have achieved promising results when detecting patterns that occur in large-scale data relating different entities. Among…
Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…
Human beings are fundamentally sociable -- that we generally organize our social lives in terms of relations with other people. Understanding social relations from an image has great potential for intelligent systems such as social chatbots…
With the rising interest in graph representation learning, a variety of approaches have been proposed to effectively capture a graph's properties. While these approaches have improved performance in graph machine learning tasks compared to…
Graphs are essential representations of many real-world data such as social networks. Recent years have witnessed the increasing efforts made to extend the neural network models to graph-structured data. These methods, which are usually…
Graph neural networks (GNNs) are powerful tools for learning from graph-structured data but often produce biased predictions with respect to sensitive attributes. Fairness-aware GNNs have been actively studied for mitigating biased…
The stock market is inherently complex, with interdependent relationships among companies, sectors, and financial indicators. Traditional research has largely focused on time-series forecasting and single-company analysis, relying on…
A neighborhood graph, which represents the instances as vertices and their relations as weighted edges, is the basis of many semi-supervised and relational models for node labeling and link prediction. Most methods employ a sequential…
The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…
Recent advances in employing neural networks on graph domains helped push the state of the art in link prediction tasks, particularly in recommendation services. However, the use of temporal contextual information, often modeled as dynamic…