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Timely accurate traffic forecast is crucial for urban traffic control and guidance. Due to the high nonlinearity and complexity of traffic flow, traditional methods cannot satisfy the requirements of mid-and-long term prediction tasks and…

Machine Learning · Computer Science 2018-07-13 Bing Yu , Haoteng Yin , Zhanxing Zhu

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Session-based recommendation systems suggest relevant items to users by modeling user behavior and preferences using short-term anonymous sessions. Existing methods leverage Graph Neural Networks (GNNs) that propagate and aggregate…

Information Retrieval · Computer Science 2022-01-10 Sai Mitheran , Abhinav Java , Surya Kant Sahu , Arshad Shaikh

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…

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Temporal Graph Neural Networks (TGNNs) are a family of graph neural networks designed to model and learn dynamic information from temporal graphs. Given their substantial empirical success, there is an escalating interest in TGNNs within…

Machine Learning · Computer Science 2024-12-17 Junwei Su , Shan Wu

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

This work investigates the problem of multi-agents trajectory prediction. Prior approaches lack of capability of capturing fine-grained dependencies among coordinated agents. In this paper, we propose a spatial-temporal trajectory…

Machine Learning · Computer Science 2020-12-22 Ding Ding , H. Howie Huang

Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Computational Finance · Quantitative Finance 2022-07-18 Bhaskarjit Sarmah , Nayana Nair , Dhagash Mehta , Stefano Pasquali

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph…

Machine Learning · Computer Science 2023-11-13 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

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

Aggregating temporal signals from historic interactions is a key step in future link prediction on dynamic graphs. However, incorporating long histories is resource-intensive. Hence, temporal graph neural networks (TGNNs) often rely on…

Machine Learning · Computer Science 2025-04-11 Or Feldman , Krishna Sri Ipsit Mantri , Carola-Bibiane Schönlieb , Chaim Baskin , Moshe Eliasof

Link prediction is an important and frequently studied task that contributes to an understanding of the structure of knowledge graphs (KGs) in statistical relational learning. Inspired by the success of graph convolutional networks (GCN) in…

Machine Learning · Computer Science 2019-10-03 Ling Cai , Bo Yan , Gengchen Mai , Krzysztof Janowicz , Rui Zhu

Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on…

Machine Learning · Computer Science 2018-02-26 Yaguang Li , Rose Yu , Cyrus Shahabi , Yan Liu

Research in deep learning models to forecast traffic intensities has gained great attention in recent years due to their capability to capture the complex spatio-temporal relationships within the traffic data. However, most state-of-the-art…

Machine Learning · Computer Science 2021-04-29 Amit Roy , Kashob Kumar Roy , Amin Ahsan Ali , M Ashraful Amin , A K M Mahbubur Rahman

Traffic forecasting is an indispensable part of Intelligent transportation systems (ITS), and long-term network-wide accurate traffic speed forecasting is one of the most challenging tasks. Recently, deep learning methods have become…

Artificial Intelligence · Computer Science 2021-04-13 Haoyang Yan , Xiaolei Ma

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Accurate traffic flow forecasting is essential for the development of intelligent transportation systems (ITS), supporting tasks such as traffic signal optimization, congestion management, and route planning. Traditional models often fail…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-03 Zhuo Zheng , Lingran Meng , Ziyu Lin

Hypergraph neural networks (HGNN) have recently become attractive and received significant attention due to their excellent performance in various domains. However, most existing HGNNs rely on first-order approximations of hypergraph…

Artificial Intelligence · Computer Science 2024-01-11 Maolin Wang , Yaoming Zhen , Yu Pan , Yao Zhao , Chenyi Zhuang , Zenglin Xu , Ruocheng Guo , Xiangyu Zhao

Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…

Statistical Finance · Quantitative Finance 2026-03-19 Nabeel Ahmad Saidd