Related papers: GDP nowcasting with large-scale inter-industry pay…
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…
This paper proposes a fully decentralized adaptive re-weighted state estimation (DARSE) scheme for power systems via network gossiping. The enabling technique is the proposed Gossip-based Gauss-Newton (GGN) algorithm, which allows to…
Graph regression is a fundamental task that has gained significant attention in various graph learning tasks. However, the inference process is often not easily interpretable. Current explanation techniques are limited to understanding…
Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…
Matrix-valued time series data are frequently observed in a broad range of areas and have attracted great attention recently. In this work, we model network effects for high dimensional matrix-valued time series data in a matrix…
Graph Neural Networks (GNNs) have recently gained traction in transportation, bioinformatics, language and image processing, but research on their application to supply chain management remains limited. Supply chains are inherently…
This letter proposes a graph neural network (GNN)-based framework for statistical precoder design that leverages model-based insights to compactly represent statistical knowledge, resulting in efficient, lightweight architectures. The…
Graph Neural Networks (GNNs) have shown significant promise in various domains, such as recommendation systems, bioinformatics, and network analysis. However, the irregularity of graph data poses unique challenges for efficient computation,…
Accurate prediction of future blood glucose (BG) levels can effectively improve BG management for people living with diabetes, thereby reducing complications and improving quality of life. The state of the art of BG prediction has been…
Graph Neural Networks (GNNs) have demonstrated significant achievements in processing graph data, yet scalability remains a substantial challenge. To address this, numerous graph coarsening methods have been developed. However, most…
We aim to solve the problem of data-driven collision-distance estimation given 3-dimensional (3D) geometries. Conventional algorithms suffer from low accuracy due to their reliance on limited representations, such as point clouds. In…
In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its variants, are based on assumptions that are often too rigid to…
This study presents a hierarchical mining framework for high-dimensional imbalanced data, leveraging a depth graph model to address the inherent performance limitations of conventional approaches in handling complex, high-dimensional data…
Graph Neural Networks (GNNs) have shown success in learning from graph-structured data, with applications to fraud detection, recommendation, and knowledge graph reasoning. However, training GNN efficiently is challenging because: 1) GPU…
We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associated challenges, particularly with high-dimensionality and…
Majority of the existing graph neural networks (GNN) learn node embeddings that encode their local neighborhoods but not their positions. Consequently, two nodes that are vastly distant but located in similar local neighborhoods map to…
This paper proposes a novel prediction-free two-stage coordinated dispatch framework for the real-time dispatch of grid-connected microgrid with generalized energy storages (GES). The proposed framework explicitly addresses grid awareness,…
One of the key challenges in revenue management is unconstraining demand data. Existing state of the art single-class unconstraining methods make restrictive assumptions about the form of the underlying demand and can perform poorly when…
In supply chain networks, firms dynamically form or dissolve partnerships to adapt to market fluctuations, posing a challenge for predicting future supply relationships. We model the occurrence of supply edges (firm i to firm j) as a…
Leveraging network information for predictive modeling has become widespread in many domains. Within the realm of referral and targeted marketing, influencer detection stands out as an area that could greatly benefit from the incorporation…