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This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the power of big data and artificial intelligence, the proposed…

Machine Learning · Computer Science 2024-10-08 Mengfang Sun , Wenying Sun , Ying Sun , Shaobo Liu , Mohan Jiang , Zhen Xu

Through in-depth analysis of ultra high frequency (UHF) stock price change data, more reasonable discrete dynamic distribution models are constructed in this paper. Firstly, we classify the price changes into several categories. Then,…

Computational Finance · Quantitative Finance 2021-07-02 Wei Dai , Yuan An , Wen Long

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

Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

Artificial Intelligence · Computer Science 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

The strength of a supply chain is an important measure of a country's or region's technical advancement and overall competitiveness. Establishing supply chain risk assessment models for effective management and mitigation of potential risks…

Machine Learning · Computer Science 2023-11-09 Zhanting Zhou , Kejun Bi , Yuyanzhen Zhong , Chao Tang , Dongfen Li , Shi Ying , Ruijin Wang

Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models.…

Machine Learning · Computer Science 2024-10-30 Zhiyuan Pei , Jianqi Yan , Jin Yan , Bailing Yang , Ziyuan Li , Lin Zhang , Xin Liu , Yang Zhang

In this paper, we present a hypergraph neural networks (HGNN) framework for data representation learning, which can encode high-order data correlation in a hypergraph structure. Confronting the challenges of learning representation for…

Machine Learning · Computer Science 2019-02-26 Yifan Feng , Haoxuan You , Zizhao Zhang , Rongrong Ji , Yue Gao

Social recommendation based on social network has achieved great success in improving the performance of recommendation system. Since social network (user-user relations) and user-item interactions are both naturally represented as…

Information Retrieval · Computer Science 2021-09-27 Yiming Zhang , Lingfei Wu , Qi Shen , Yitong Pang , Zhihua Wei , Fangli Xu , Ethan Chang , Bo Long

Heterogeneous graph neural networks (HGNNs) have powerful capability to embed rich structural and semantic information of a heterogeneous graph into node representations. Existing HGNNs inherit many mechanisms from graph neural networks…

Machine Learning · Computer Science 2023-09-04 Xiaocheng Yang , Mingyu Yan , Shirui Pan , Xiaochun Ye , Dongrui Fan

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Graph Neural Networks (GNNs) are widely used in graph representation learning. However, most GNN methods are designed for either homogeneous or heterogeneous graphs. In this paper, we propose a new model, Hop-Hop Relation-aware Graph Neural…

Machine Learning · Computer Science 2020-12-22 Li Zhang , Yan Ge , Haiping Lu

This paper explores the applications and challenges of graph neural networks (GNNs) in processing complex graph data brought about by the rapid development of the Internet. Given the heterogeneity and redundancy problems that graph data…

Machine Learning · Computer Science 2024-10-24 Jianjun Wei , Yue Liu , Xin Huang , Xin Zhang , Wenyi Liu , Xu Yan

While Graph Neural Network (GNN) has shown superiority in learning node representations of homogeneous graphs, leveraging GNN on heterogeneous graphs remains a challenging problem. The dominating reason is that GNN learns node…

Social and Information Networks · Computer Science 2020-09-22 Ziyue Qiao , Pengyang Wang , Yanjie Fu , Yi Du , Pengfei Wang , Yuanchun Zhou

Temporal Graph Neural Networks (TGNNs) have gained growing attention for modeling and predicting structures in temporal graphs. However, existing TGNNs primarily focus on pairwise interactions while overlooking higher-order structures that…

Machine Learning · Computer Science 2025-05-22 Jingzhe Liu , Zhigang Hua , Yan Xie , Bingheng Li , Harry Shomer , Yu Song , Kaveh Hassani , Jiliang Tang

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…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

Accurate short-term state forecasting is essential for efficient and stable operation of modern power systems, especially in the context of increasing variability introduced by renewable and distributed energy resources. As these systems…

Machine Learning · Computer Science 2026-05-13 Raffael Theiler , Olga Fink

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

On graph data, the multitude of node or edge types gives rise to heterogeneous information networks (HINs). To preserve the heterogeneous semantics on HINs, the rich node/edge types become a cornerstone of HIN representation learning.…

Machine Learning · Computer Science 2023-02-22 Trung-Kien Nguyen , Zemin Liu , Yuan Fang

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva