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Forecasting spatio-temporal correlated time series of sensor values is crucial in urban applications, such as air pollution alert, biking resource management, and intelligent transportation systems. While recent advances exploit graph…

Machine Learning · Computer Science 2021-02-01 Yi-Ju Lu , Cheng-Te Li

The stock market is characterized by a complex relationship between companies and the market. This study combines a sequential graph structure with attention mechanisms to learn global and local information within temporal time.…

Statistical Finance · Quantitative Finance 2023-01-25 Tzu-Ya Lai , Wen Jung Cheng , Jun-En Ding

Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed…

Statistical Finance · Quantitative Finance 2024-06-17 Zinuo You , Pengju Zhang , Jin Zheng , John Cartlidge

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Urban traffic speed prediction aims to estimate the future traffic speed for improving urban transportation services. Enormous efforts have been made to exploit Graph Neural Networks (GNNs) for modeling spatial correlations and temporal…

Machine Learning · Computer Science 2024-06-26 Yicheng Zhou , Pengfei Wang , Hao Dong , Denghui Zhang , Dingqi Yang , Yanjie Fu , Pengyang Wang

With recent advances in sensing technologies, a myriad of spatio-temporal data has been generated and recorded in smart cities. Forecasting the evolution patterns of spatio-temporal data is an important yet demanding aspect of urban…

Machine Learning · Computer Science 2023-11-27 Guangyin Jin , Yuxuan Liang , Yuchen Fang , Zezhi Shao , Jincai Huang , Junbo Zhang , Yu Zheng

Recently, numerous deep models have been proposed to enhance the performance of multivariate time series (MTS) forecasting. Among them, Graph Neural Networks (GNNs)-based methods have shown great potential due to their capability to…

Machine Learning · Computer Science 2025-09-30 Jingqi Xu , Guibin Chen , Jingxi Lu , Yuzhang Lin

Recent years have witnessed the great success of Graph Neural Networks (GNNs) in handling graph-related tasks. However, MLPs remain the primary workhorse for practical industrial applications due to their desirable inference efficiency and…

Machine Learning · Computer Science 2023-06-06 Lirong Wu , Haitao Lin , Yufei Huang , Tianyu Fan , Stan Z. Li

Deep graph neural networks (GNNs) have been shown to be expressive for modeling graph-structured data. Nevertheless, the over-stacked architecture of deep graph models makes it difficult to deploy and rapidly test on mobile or embedded…

Machine Learning · Computer Science 2022-05-25 Huarui He , Jie Wang , Zhanqiu Zhang , Feng Wu

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Knowledge distillation (KD) techniques have emerged as a powerful tool for transferring expertise from complex teacher models to lightweight student models, particularly beneficial for deploying high-performance models in…

Machine Learning · Computer Science 2025-10-28 Paul Agbaje , Arkajyoti Mitra , Afia Anjum , Pranali Khose , Ebelechukwu Nwafor , Habeeb Olufowobi

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Graph Neural Networks (GNNs) have shown remarkable performance in the healthcare domain. However, what remained challenging is quantifying the predictive uncertainty of GNNs, which is an important aspect of trustworthiness in clinical…

Machine Learning · Computer Science 2025-08-28 Hirad Daneshvar , Reza Samavi

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…

Machine Learning · Computer Science 2024-02-27 Chengzhe Piao , Taiyu Zhu , Stephanie E Baldeweg , Paul Taylor , Pantelis Georgiou , Jiahao Sun , Jun Wang , Kezhi Li

Dynamic graph representation learning strategies are based on different neural architectures to capture the graph evolution over time. However, the underlying neural architectures require a large amount of parameters to train and suffer…

Machine Learning · Computer Science 2020-11-12 Stefanos Antaris , Dimitrios Rafailidis

Graph Neural Networks (GNNs) have become increasingly ubiquitous in numerous applications and systems, necessitating explanations of their predictions, especially when making critical decisions. However, explaining GNNs is challenging due…

Machine Learning · Computer Science 2022-10-21 Tien-Cuong Bui , Van-Duc Le , Wen-syan Li , Sang Kyun Cha

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

This paper studies forward-looking stock-stock correlation forecasting for S\&P 500 constituents and evaluates whether learned correlation forecasts can improve graph-based clustering used in basket trading strategies. We cast 10-day ahead…

Computational Finance · Quantitative Finance 2026-01-09 Jack Fanshawe , Rumi Masih , Alexander Cameron

Graph neural networks (GNNs), especially dynamic GNNs, have become a research hotspot in spatio-temporal forecasting problems. While many dynamic graph construction methods have been developed, relatively few of them explore the causal…

Machine Learning · Computer Science 2023-05-18 Guojun Liang , Prayag Tiwari , Sławomir Nowaczyk , Stefan Byttner , Fernando Alonso-Fernandez