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Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Mathematical Finance · Quantitative Finance 2024-10-23 Pulikandala Nithish Kumar , Nneka Umeorah , Alex Alochukwu

Graph neural networks (GNNs) for temporal graphs have recently attracted increasing attentions, where a common assumption is that the class set for nodes is closed. However, in real-world scenarios, it often faces the open set problem with…

Machine Learning · Computer Science 2023-05-26 Kaituo Feng , Changsheng Li , Xiaolu Zhang , Jun Zhou

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…

Machine Learning · Computer Science 2020-03-03 Changmin Wu , Giannis Nikolentzos , Michalis Vazirgiannis

We propose an adaptive node feature selection approach for graph neural networks (GNNs) that identifies and removes unnecessary features during training. The ability to measure how features contribute to model output is key for interpreting…

Machine Learning · Computer Science 2026-05-04 Ali Azizpour , Madeline Navarro , Santiago Segarra

In this paper, we generally formulate the dynamics prediction problem of various network systems (e.g., the prediction of mobility, traffic and topology) as the temporal link prediction task. Different from conventional techniques of…

Social and Information Networks · Computer Science 2019-01-29 Kai Lei , Meng Qin , Bo Bai , Gong Zhang , Min Yang

Endowing robots with human-like physical reasoning abilities remains challenging. We argue that existing methods often disregard spatio-temporal relations and by using Graph Neural Networks (GNNs) that incorporate a relational inductive…

Machine Learning · Computer Science 2019-10-24 Fabio Ferreira , Lin Shao , Tamim Asfour , Jeannette Bohg

Pre-training on graph neural networks (GNNs) aims to learn transferable knowledge for downstream tasks with unlabeled data, and it has recently become an active research area. The success of graph pre-training models is often attributed to…

Machine Learning · Computer Science 2023-11-22 Jiarong Xu , Renhong Huang , Xin Jiang , Yuxuan Cao , Carl Yang , Chunping Wang , Yang Yang

Graph Neural Networks (GNNs) have emerged as a powerful tool for representation learning on graphs, but they often suffer from overfitting and label noise issues, especially when the data is scarce or imbalanced. Different from the paradigm…

Machine Learning · Computer Science 2023-12-15 Yifan Li , Zhen Tan , Kai Shu , Zongsheng Cao , Yu Kong , Huan Liu

Dynamic interactions between entities are prevalent in domains like social platforms, financial systems, healthcare, and e-commerce. These interactions can be effectively represented as time-evolving graphs, where predicting future…

Machine Learning · Computer Science 2026-01-21 Sidharth Agarwal , Tanishq Dubey , Shubham Gupta , Srikanta Bedathur

Uncovering rationales behind predictions of graph neural networks (GNNs) has received increasing attention over recent years. Instance-level GNN explanation aims to discover critical input elements, like nodes or edges, that the target GNN…

Machine Learning · Computer Science 2022-12-20 Tianxiang Zhao , Dongsheng Luo , Xiang Zhang , Suhang Wang

Graph neural networks (GNNs) are an emerging model for learning graph embeddings and making predictions on graph structured data. However, robustness of graph neural networks is not yet well-understood. In this work, we focus on node…

Machine Learning · Computer Science 2019-12-24 James Fox , Sivasankaran Rajamanickam

We propose a graph neural network (GNN)-based method to predict the distribution of penalties induced by outages in communication networks, where connections are protected by resources shared between working and backup paths. The GNN-based…

Networking and Internet Architecture · Computer Science 2023-06-22 Krzysztof Rusek , Piotr Boryło , Piotr Jaglarz , Fabien Geyer , Albert Cabellos , Piotr Chołda

Recently, methods that represent data as a graph, such as graph neural networks (GNNs) have been successfully used to learn data representations and structures to solve classification and link prediction problems. The applications of such…

Machine Learning · Computer Science 2022-10-04 Usman Mahmood , Zening Fu , Vince Calhoun , Sergey Plis

Fraud detection aims to discover fraudsters deceiving other users by, for example, leaving fake reviews or making abnormal transactions. Graph-based fraud detection methods consider this task as a classification problem with two classes:…

Machine Learning · Computer Science 2024-01-04 Heehyeon Kim , Jinhyeok Choi , Joyce Jiyoung Whang

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

The control of high-dimensional systems, such as soft robots, requires models that faithfully capture complex dynamics while remaining computationally tractable. This work presents a framework that integrates Graph Neural Network…

Dynamic Graph Neural Networks (DGNNs) have emerged as the predominant approach for processing dynamic graph-structured data. However, the influence of temporal information on model performance and robustness remains insufficiently explored,…

Machine Learning · Computer Science 2023-11-27 Xiangjian Jiang , Yanyi Pu

Massive deployment of Graph Neural Networks (GNNs) in high-stake applications generates a strong demand for explanations that are robust to noise and align well with human intuition. Most existing methods generate explanations by…

Machine Learning · Computer Science 2022-07-14 Mohit Bajaj , Lingyang Chu , Zi Yu Xue , Jian Pei , Lanjun Wang , Peter Cho-Ho Lam , Yong Zhang

We investigate the problem of regression where one is allowed to abstain from predicting. We refer to this framework as regression with reject option as an extension of classification with reject option. In this context, we focus on the…

Machine Learning · Statistics 2021-03-08 Christophe Denis , Mohamed Hebiri , Ahmed Zaoui

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such…

Machine Learning · Computer Science 2020-06-22 Luca Franceschi , Mathias Niepert , Massimiliano Pontil , Xiao He