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Earnings conference calls are significant information events for volatility forecasting, which is essential for financial risk management and asset pricing. Although some recent volatility forecasting models have utilized the textual…

Computation and Language · Computer Science 2022-08-18 Yunxin Sang , Yang Bao

Dynamic graph neural networks (DGNNs) that operate on snapshot sequences typically fall into one of two categories. \emph{Temporal-first} approaches build per-node temporal embeddings and only afterwards perform spatial aggregation, whereas…

Machine Learning · Computer Science 2026-05-26 Shubhajit Roy , Anirban Dasgupta

Mission planning for a fleet of cooperative autonomous drones in applications that involve serving distributed target points, such as disaster response, environmental monitoring, and surveillance, is challenging, especially under partial…

Multiagent Systems · Computer Science 2025-04-14 Michael Elrod , Niloufar Mehrabi , Rahul Amin , Manveen Kaur , Long Cheng , Jim Martin , Abolfazl Razi

To successfully negotiate a deal, it is not enough to communicate fluently: pragmatic planning of persuasive negotiation strategies is essential. While modern dialogue agents excel at generating fluent sentences, they still lack pragmatic…

Computation and Language · Computer Science 2021-06-03 Rishabh Joshi , Vidhisha Balachandran , Shikhar Vashishth , Alan Black , Yulia Tsvetkov

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

Spatio-temporal graph neural networks (STGNN) have become the most popular solution to traffic forecasting. While successful, they rely on the message passing scheme of GNNs to establish spatial dependencies between nodes, and thus…

Machine Learning · Computer Science 2023-01-31 Xu Liu , Yuxuan Liang , Chao Huang , Hengchang Hu , Yushi Cao , Bryan Hooi , Roger Zimmermann

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

Traffic forecasting is a core element of intelligent traffic monitoring system. Approaches based on graph neural networks have been widely used in this task to effectively capture spatial and temporal dependencies of road networks. However,…

Machine Learning · Computer Science 2022-03-10 Yaobin Xu , Weitang Liu , Zhongyi Jiang , Zixuan Xu , Tingyun Mao , Lili Chen , Mingwei Zhou

Traffic flow prediction plays a crucial role in alleviating traffic congestion and enhancing transport efficiency. While combining graph convolution networks with recurrent neural networks for spatial-temporal modeling is a common strategy…

Machine Learning · Computer Science 2024-01-10 Haiyang Liu , Chunjiang Zhu , Detian Zhang

Space-time graph neural networks (ST-GNNs) are recently developed architectures that learn efficient graph representations of time-varying data. ST-GNNs are particularly useful in multi-agent systems, due to their stability properties and…

Machine Learning · Computer Science 2022-10-31 Samar Hadou , Charilaos Kanatsoulis , Alejandro Ribeiro

Spatio-temporal graph neural networks have proven efficacy in capturing complex dependencies for urban computing tasks such as forecasting and kriging. Yet, their performance is constrained by the reliance on extensive data for training on…

Machine Learning · Computer Science 2024-11-08 Junfeng Hu , Xu Liu , Zhencheng Fan , Yifang Yin , Shili Xiang , Savitha Ramasamy , Roger Zimmermann

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Mathematical Finance · Quantitative Finance 2024-10-23 Pulikandala Nithish Kumar , Nneka Umeorah , Alex Alochukwu

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

The Spatial-Temporal Graph Attention Network (ST-GAT) framework was created to serve as an explainable GNN-based solution for detecting bank distress early warning signs and for conducting macro-prudential surveillance of the interbank…

Machine Learning · Computer Science 2026-04-17 Mohammad Nasir Uddin

Graph-structured data is ubiquitous in the real world, and Graph Neural Networks (GNNs) have become increasingly popular in various fields due to their ability to process such irregular data directly. However, as data scale, GNNs become…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-10 Xianfeng Song , Yi Zou , Zheng Shi

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

With the process of urbanization and the rapid growth of population, the issue of traffic congestion has become an increasingly critical concern. Intelligent transportation systems heavily rely on real-time and precise prediction algorithms…

Artificial Intelligence · Computer Science 2025-01-03 Zihao Jing

This paper addresses the limitations of multi-node perception and delayed scheduling response in distributed systems by proposing a GNN-based multi-node collaborative perception mechanism. The system is modeled as a graph structure.…

Machine Learning · Computer Science 2025-05-23 Wenxuan Zhu , Qiyuan Wu , Tengda Tang , Renzi Meng , Sheng Chai , Xuehui Quan

In recent years, there has been a rapid development of spatio-temporal prediction techniques in response to the increasing demands of traffic management and travel planning. While advanced end-to-end models have achieved notable success in…

Machine Learning · Computer Science 2023-11-09 Zhonghang Li , Lianghao Xia , Yong Xu , Chao Huang

Graph Neural Networks (GNNs) have emerged as powerful tools for analyzing and learning representations from graph-structured data. A crucial prerequisite for the outstanding performance of GNNs is the availability of complete graph…

Machine Learning · Computer Science 2024-08-12 Peng Yuan , Peng Tang