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Graph neural networks (GNNs) have brought revolutionary advancements to the field of link prediction (LP), providing powerful tools for mining potential relationships in graphs. However, existing methods face challenges when dealing with…

Machine Learning · Computer Science 2025-12-30 Huashen Lu , Wensheng Gan , Guoting Chen , Zhichao Huang , Philip S. Yu

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

Stock trend prediction is crucial for profitable trading strategies and portfolio management yet remains challenging due to market volatility, complex temporal dynamics and multifaceted inter-stock relationships. Existing methods struggle…

Machine Learning · Computer Science 2025-11-04 Peilin Tan , Chuanqi Shi , Dian Tu , Liang Xie

Recently, graph neural networks (GNNs) have been shown powerful capacity at modeling structural data. However, when adapted to downstream tasks, it usually requires abundant task-specific labeled data, which can be extremely scarce in…

Machine Learning · Computer Science 2022-03-04 Yupeng Hou , Binbin Hu , Wayne Xin Zhao , Zhiqiang Zhang , Jun Zhou , Ji-Rong Wen

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

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

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

Statistical Finance · Quantitative Finance 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

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

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of…

Statistical Finance · Quantitative Finance 2025-07-04 Yingjie Niu , Mingchuan Zhao , Valerio Poti , Ruihai Dong

Exploiting fine-grained semantic features on point cloud is still challenging due to its irregular and sparse structure in a non-Euclidean space. Among existing studies, PointNet provides an efficient and promising approach to learn shape…

Computer Vision and Pattern Recognition · Computer Science 2019-05-22 Can Chen , Luca Zanotti Fragonara , Antonios Tsourdos

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

Heterogeneous graph learning aims to capture complex relationships and diverse relational semantics among entities in a heterogeneous graph to obtain meaningful representations for nodes and edges. Recent advancements in heterogeneous graph…

Computation and Language · Computer Science 2024-05-21 Jiabin Tang , Yuhao Yang , Wei Wei , Lei Shi , Long Xia , Dawei Yin , Chao Huang

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

Recently, graph-based models designed for downstream tasks have significantly advanced research on graph neural networks (GNNs). GNN baselines based on neural message-passing mechanisms such as GCN and GAT perform worse as the network…

Machine Learning · Computer Science 2023-01-26 Jiayuan Chen , Xiang Zhang , Yinfei Xu , Tianli Zhao , Renjie Xie , Wei Xu

Graph neural networks have shown remarkable performance in forecasting stock movements, which arises from learning complex inter-dependencies between stocks and intra-dynamics of stocks. Existing approaches based on graph neural networks…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Managing microservice architectures in distributed systems is complex and resource intensive due to the high frequency and dynamic nature of inter service interactions. Accurate prediction of these future interactions can enhance adaptive…

Machine Learning · Computer Science 2025-01-28 Ghazal Khodabandeh , Alireza Ezaz , Majid Babaei , Naser Ezzati-Jivan

In financial markets, Graph Neural Networks have been successfully applied to modeling relational data, effectively capturing nonlinear inter-stock dependencies. Yet, existing models often fail to efficiently propagate messages during…

Machine Learning · Computer Science 2025-10-14 Amber Li , Aruzhan Abil , Juno Marques Oda
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