English
Related papers

Related papers: Crisis-Resilient Portfolio Management via Graph-ba…

200 papers

Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

Machine Learning · Computer Science 2022-05-25 Weijun Chen , Yanze Wang , Chengshuo Du , Zhenglong Jia , Feng Liu , Ran Chen

Among various region embedding methods, graph-based region relation learning models stand out, owing to their strong structure representation ability for encoding spatial correlations with graph neural networks. Despite their effectiveness,…

Machine Learning · Computer Science 2023-05-09 Qianru Zhang , Chao Huang , Lianghao Xia , Zheng Wang , Zhonghang Li , Siuming Yiu

As an important part of intelligent transportation systems, traffic forecasting has attracted tremendous attention from academia and industry. Despite a lot of methods being proposed for traffic forecasting, it is still difficult to model…

Machine Learning · Computer Science 2022-10-07 Le Zhao , Mingcai Chen , Yuntao Du , Haiyang Yang , Chongjun Wang

Temporal Heterogeneous Networks play a crucial role in capturing the dynamics and heterogeneity inherent in various real-world complex systems, rendering them a noteworthy research avenue for link prediction. However, existing methods fail…

Social and Information Networks · Computer Science 2025-12-12 Yu Tai , Xinglong Wu , Hongwei Yang , Hui He , Duanjing Chen , Yuanming Shao , Weizhe Zhang

In this paper, we propose a novel Spatial Balance Attention block for spatiotemporal forecasting. To strike a balance between obeying spatial proximity and capturing global correlation, we partition the spatial graph into a set of subgraphs…

Machine Learning · Computer Science 2025-09-24 Hongyi Chen , Xiucheng Li , Xinyang Chen , Jing Li , Kehai Chen , Liqiang Nie

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Machine Learning · Computer Science 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

Technologies to predict human actions are extremely important for applications such as human robot cooperation and autonomous driving. However, a majority of the existing algorithms focus on exploiting visual features of the videos and do…

Computer Vision and Pattern Recognition · Computer Science 2019-12-12 Bo Chen , Decai Li , Yuqing He , Chunsheng Hua

The criticality of prompt and precise traffic forecasting in optimizing traffic flow management in Intelligent Transportation Systems (ITS) has drawn substantial scholarly focus. Spatio-Temporal Graph Neural Networks (STGNNs) have been…

Machine Learning · Computer Science 2023-08-16 Zepu Wang , Yuqi Nie , Peng Sun , Nam H. Nguyen , John Mulvey , H. Vincent Poor

Regional disaster resilience quantifies the changing nature of physical risks to inform policy instruments ranging from local immediate recovery to international sustainable development. While many existing state-of-practice methods have…

Machine Learning · Computer Science 2026-03-19 Joshua Dimasaka , Christian Geiß , Emily So

Stock return prediction is fundamental to financial decision-making, yet traditional time series models fail to capture the complex interdependencies between companies in modern markets. We propose the Full-State Graph Convolutional LSTM…

Statistical Finance · Quantitative Finance 2025-12-09 Chang Liu

Spatial-temporal network traffic forecasting is a challenging task due to the complex spatial relationships and dynamic temporal patterns present in each node. Traditional regression methods are not directly applicable to such graph data.…

Information Retrieval · Computer Science 2026-05-12 Jinming Xing , Guoheng Sun , Hui Sun , Linchao Pan , Shakir Mahmood , Xuanhao Luo , Muhammad Shahzad

Spatial-temporal data collected across different geographic locations often suffer from missing values, posing challenges to data analysis. Existing methods primarily leverage fixed spatial graphs to impute missing values, which implicitly…

Machine Learning · Computer Science 2025-01-07 Xinyu Yang , Yu Sun , Xinyang Chen , Ying Zhang , Xiaojie Yuan

Efficiently capturing the complex spatiotemporal representations from large-scale unlabeled traffic data remains to be a challenging task. In considering of the dilemma, this work employs the advanced contrastive learning and proposes a…

Machine Learning · Computer Science 2023-12-19 Lincan Li , Kaixiang Yang , Fengji Luo , Jichao Bi

In domains such as healthcare, finance, and e-commerce, the temporal dynamics of relational data emerge from complex interactions-such as those between patients and providers, or users and products across diverse categories. To be broadly…

Machine Learning · Computer Science 2025-11-07 Divyansha Lachi , Mahmoud Mohammadi , Joe Meyer , Vinam Arora , Tom Palczewski , Eva L. Dyer

Accurate demand forecasting is critical for enhancing the efficiency and responsiveness of food delivery platforms, where spatial heterogeneity and temporal fluctuations in order volumes directly influence operational decisions. This paper…

Machine Learning · Computer Science 2025-07-22 Rabia Latief Bhat , Iqra Altaf Gillani

Traffic forecasting is one canonical example of spatial-temporal learning task in Intelligent Traffic System. Existing approaches capture spatial dependency with a pre-determined matrix in graph convolution neural operators. However, the…

Machine Learning · Computer Science 2022-06-08 Chen Weikang , Li Yawen , Xue Zhe , Li Ang , Wu Guobin

Self-supervised learning on graphs has recently drawn a lot of attention due to its independence from labels and its robustness in representation. Current studies on this topic mainly use static information such as graph structures but…

Machine Learning · Computer Science 2021-12-17 Linpu Jiang , Ke-Jia Chen , Jingqiang Chen

Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on point predictions that provide only single-value estimates without quantifying uncertainty. Such predictions are insufficient for risk-aware…

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among…

Risk Management · Quantitative Finance 2025-12-19 Pascal Kündig , Fabio Sigrist

Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the…

Machine Learning · Computer Science 2019-06-04 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Chengqi Zhang