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Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

The rapid evolution of the Ethereum network necessitates sophisticated techniques to ensure its robustness against potential threats and to maintain transparency. While Graph Neural Networks (GNNs) have pioneered anomaly detection in such…

Machine Learning · Computer Science 2023-10-03 Stefan Kambiz Behfar , Jon Crowcroft

The escalating complexity of network threats and the inherent class imbalance in traffic data present formidable challenges for modern Intrusion Detection Systems (IDS). While Graph Neural Networks (GNNs) excel in modeling topological…

Machine Learning · Computer Science 2026-04-15 Tianxiang Xu , Zhichao Wen , Xinyu Zhao , Qi Hu , Yan Li , Chang Liu

The surging demand for high-definition video streaming services and large neural network models (e.g., Generative Pre-trained Transformer, GPT) implies a tremendous explosion of Internet traffic. To mitigate the traffic pressure,…

Artificial Intelligence · Computer Science 2023-03-15 Jianhang Zhu , Rongpeng Li , Xianfu Chen , Shiwen Mao , Jianjun Wu , Zhifeng Zhao

Graph Neural Networks (GNNs) have exhibited remarkable efficacy in diverse graph learning tasks, particularly on static homophilic graphs. Recent attention has pivoted towards more intricate structures, encompassing (1) static heterophilic…

Machine Learning · Computer Science 2025-01-14 Yuchen Yan , Yuzhong Chen , Huiyuan Chen , Xiaoting Li , Zhe Xu , Zhichen Zeng , Lihui Liu , Zhining Liu , Hanghang Tong

Devising and analyzing learning models for spatiotemporal network data is of importance for tasks including forecasting, anomaly detection, and multi-agent coordination, among others. Graph Convolutional Neural Networks (GCNNs) are an…

Machine Learning · Computer Science 2022-07-01 Mohammad Sabbaqi , Elvin Isufi

Recommender systems can be helpful for individuals to make well-informed decisions in complex financial markets. While many studies have focused on predicting stock prices, even advanced models fall short of accurately forecasting them.…

Statistical Finance · Quantitative Finance 2024-12-03 Youngbin Lee , Yejin Kim , Javier Sanz-Cruzado , Richard McCreadie , Yongjae Lee

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…

The sharing of external data has become a strong demand of financial institutions, but the privacy issue has led to the difficulty of interconnecting different platforms and the low degree of data openness. To effectively solve the privacy…

Machine Learning · Computer Science 2025-05-02 Zhizhong Tan , Jiexin Zheng , Kevin Qi Zhang , Wenyong Wang

Many large-scale applications can be elegantly represented using graph structures. Their scalability, however, is often limited by the domain knowledge required to apply them. To address this problem, we propose a novel Causal Temporal…

Machine Learning · Computer Science 2023-03-20 Abigail Langbridge , Fearghal O'Donncha , Amadou Ba , Fabio Lorenzi , Christopher Lohse , Joern Ploennigs

Many tasks in graph machine learning, such as link prediction and node classification, are typically solved by using representation learning, in which each node or edge in the network is encoded via an embedding. Though there exists a lot…

Temporal signed networks (TSNs) model the time evolution of cooperative and adversarial relationships that arise in applications such as social media analysis, trust and reputation systems, and financial transaction networks. While graph…

Machine Learning · Computer Science 2026-05-27 Derek Regier , Andrew Polyak , Aresh Dadlani , Khosro Salmani

Accurate traffic forecasting is essential for smart cities to achieve traffic control, route planning, and flow detection. Although many spatial-temporal methods are currently proposed, these methods are deficient in capturing the…

Machine Learning · Computer Science 2024-03-07 Aoyu Liu , Yaying Zhang

This paper proposes a temporal graph neural network model for forecasting of graph-structured irregularly observed time series. Our TGNN4I model is designed to handle both irregular time steps and partial observations of the graph. This is…

Machine Learning · Statistics 2023-02-17 Joel Oskarsson , Per Sidén , Fredrik Lindsten

In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…

Statistical Finance · Quantitative Finance 2024-11-20 Xin Zhang , Zhen Xu , Yue Liu , Mengfang Sun , Tong Zhou , Wenying Sun

Graph representation learning is a fundamental task in various applications that strives to learn low-dimensional embeddings for nodes that can preserve graph topology information. However, many existing methods focus on static graphs while…

Machine Learning · Computer Science 2020-11-09 Jingxin Liu , Chang Xu , Chang Yin , Weiqiang Wu , You Song

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

In recent years, phishing scams have become the most serious type of crime involved in Ethereum, the second-largest blockchain platform. The existing phishing scams detection technology on Ethereum mostly uses traditional machine learning…

Cryptography and Security · Computer Science 2022-04-29 Sijia Li , Gaopeng Gou , Chang Liu , Chengshang Hou , Zhenzhen Li , Gang Xiong

This paper captures irregularities in financial time series data, particularly stock prices, in the presence of COVID-19 shock. We conjectured that jumps and irregularities are embedded in stock data due to the pandemic shock, which brings…

Computational Engineering, Finance, and Science · Computer Science 2023-11-23 Leonard Mushunje , David Allen , Shelton Peiris

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations…

Machine Learning · Computer Science 2023-12-29 Minbo Ma , Jilin Hu , Christian S. Jensen , Fei Teng , Peng Han , Zhiqiang Xu , Tianrui Li