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This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

Accurate prediction of molecular properties is essential in drug discovery and related fields. However, existing graph neural networks (GNNs) often struggle to simultaneously capture both local and global molecular structures. In this work,…

Machine Learning · Computer Science 2025-08-26 XiaYu Liu , Chao Fan , Yang Liu , Hou-biao Li

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 demonstrated impressive performance across diverse graph-based tasks by leveraging message passing to capture complex node relationships. However, on large-scale real-world graphs, GNNs face two major…

Machine Learning · Computer Science 2026-03-10 Xiang Li , Jianpeng Qi , Haobing Liu , Yuan Cao , Guoqing Chao , Zhongying Zhao , Junyu Dong , Xinwang Liu , Yanwei Yu

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

This paper presents MSMF (Multi-Scale Multi-Modal Fusion), a novel approach for enhanced stock market prediction. MSMF addresses key challenges in multi-modal stock analysis by integrating a modality completion encoder, multi-scale feature…

Computational Engineering, Finance, and Science · Computer Science 2024-09-13 Jiahao Qin

Stock selection is important for investors to construct profitable portfolios. Graph neural networks (GNNs) are increasingly attracting researchers for stock prediction due to their strong ability of relation modelling and generalisation.…

Statistical Finance · Quantitative Finance 2023-06-28 Yang Qiao , Yiping Xia , Xiang Li , Zheng Li , Yan Ge

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

Mesh-based graph neural networks (GNNs) have become effective surrogates for PDE simulations, yet their deep message passing incurs high cost and over-smoothing on large, long-range meshes; hierarchical GNNs shorten propagation paths but…

Machine Learning · Computer Science 2025-09-16 Bo Lei , Victor M. Castillo , Yeping Hu

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Recent research on graph neural networks (GNNs) has explored mechanisms for capturing local uncertainty and exploiting graph hierarchies to mitigate data sparsity and leverage structural properties. However, the synergistic integration of…

Machine Learning · Computer Science 2025-05-06 Yoonhyuk Choi , Jiho Choi , Taewook Ko , Chong-Kwon Kim

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

Graph neural networks (GNNs) excel in graph representation learning by integrating graph structure and node features. Existing GNNs, unfortunately, fail to account for the uncertainty of class probabilities that vary with the depth of the…

Machine Learning · Computer Science 2025-06-17 Qingfeng Chen , Shiyuan Li , Yixin Liu , Shirui Pan , Geoffrey I. Webb , Shichao Zhang

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

Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…

Statistical Finance · Quantitative Finance 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

Multivariate Time Series (MTS) forecasting plays a vital role in various real-world applications, such as traffic management and predictive maintenance. Existing approaches typically model MTS data in either Euclidean or Riemannian space,…

Machine Learning · Computer Science 2025-12-17 Yong Fang , Na Li , Hangguan Shan , Eryun Liu , Xinyu Li , Wei Ni , Er-Ping Li

Spatial-temporal data forecasting of traffic flow is a challenging task because of complicated spatial dependencies and dynamical trends of temporal pattern between different roads. Existing frameworks typically utilize given spatial…

Machine Learning · Computer Science 2021-03-09 Mengzhang Li , Zhanxing Zhu

Predicting interactions between structured entities lies at the core of numerous tasks such as drug regimen and new material design. In recent years, graph neural networks have become attractive. They represent structured entities as graphs…

Machine Learning · Computer Science 2020-04-21 Nuo Xu , Pinghui Wang , Long Chen , Jing Tao , Junzhou Zhao
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