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相关论文: FinGAT: Financial Graph Attention Networks for Rec…

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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…

统计金融 · 定量金融 2025-07-04 Yingjie Niu , Mingchuan Zhao , Valerio Poti , Ruihai Dong

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.…

统计金融 · 定量金融 2023-06-28 Yang Qiao , Yiping Xia , Xiang Li , Zheng Li , Yan Ge

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

统计金融 · 定量金融 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

Federated training methods have gained popularity for graph learning with applications including friendship graphs of social media sites and customer-merchant interaction graphs of huge online marketplaces. However, privacy regulations…

机器学习 · 计算机科学 2024-12-23 Siddharth Ambekar , Yuhang Yao , Ryan Li , Carlee Joe-Wong

To provide more accurate, diverse, and explainable recommendation, it is compulsory to go beyond modeling user-item interactions and take side information into account. Traditional methods like factorization machine (FM) cast it as a…

机器学习 · 计算机科学 2019-06-11 Xiang Wang , Xiangnan He , Yixin Cao , Meng Liu , Tat-Seng Chua

Knowledge graphs offer a structured representation of real-world entities and their relationships, enabling a wide range of applications from information retrieval to automated reasoning. In this paper, we conduct a systematic comparison…

机器学习 · 计算机科学 2025-07-31 Thanh Hoang-Minh

Graph representation plays an important role in the field of financial risk control, where the relationship among users can be constructed in a graph manner. In practical scenarios, the relationships between nodes in risk control tasks are…

机器学习 · 计算机科学 2023-03-08 Jiafu Wu , Mufeng Yao , Dong Wu , Mingmin Chi , Baokun Wang , Ruofan Wu , Xin Fu , Changhua Meng , Weiqiang Wang

The stock market is characterized by a complex relationship between companies and the market. This study combines a sequential graph structure with attention mechanisms to learn global and local information within temporal time.…

统计金融 · 定量金融 2023-01-25 Tzu-Ya Lai , Wen Jung Cheng , Jun-En Ding

Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional Markowitz-based mean-variance portfolios are widespread,…

投资组合管理 · 定量金融 2025-02-05 Kamesh Korangi , Christophe Mues , Cristián Bravo

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…

统计金融 · 定量金融 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Graphs can facilitate modeling various complex systems such as gene networks and power grids, as well as analyzing the underlying relations within them. Learning over graphs has recently attracted increasing attention, particularly graph…

机器学习 · 计算机科学 2023-03-28 O. Deniz Kose , Yanning Shen

Fuzzy Graph Attention Network (FGAT), which combines Fuzzy Rough Sets and Graph Attention Networks, has shown promise in tasks requiring robust graph-based learning. However, existing models struggle to effectively capture dependencies from…

机器学习 · 计算机科学 2024-12-24 Jinming Xing , Dongwen Luo , Qisen Cheng , Chang Xue , Ruilin Xing

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…

统计金融 · 定量金融 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

Graph neural networks (GNN) have shown significant capabilities in handling structured data, yet their application to dynamic, temporal data remains limited. This paper presents a new type of graph attention network, called TempoKGAT, which…

机器学习 · 计算机科学 2024-12-24 Lena Sasal , Daniel Busby , Abdenour Hadid

Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has been a growing interest in utilizing…

统计金融 · 定量金融 2019-11-13 Raehyun Kim , Chan Ho So , Minbyul Jeong , Sanghoon Lee , Jinkyu Kim , Jaewoo Kang

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…

计算工程、金融与科学 · 计算机科学 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

机器学习 · 计算机科学 2019-01-23 Tao Ma

Graph Attention Network (GAT) focuses on modelling simple undirected and single relational graph data only. This limits its ability to deal with more general and complex multi-relational graphs that contain entities with directed links of…

人工智能 · 计算机科学 2021-09-14 Meiqi Chen , Yuan Zhang , Xiaoyu Kou , Yuntao Li , Yan Zhang

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…

计算工程、金融与科学 · 计算机科学 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou

Recommendation systems play a crucial role in helping users filter through vast amounts of information. However, traditional recommendation algorithms often overlook the integration and utilization of multi-source information, limiting…

机器学习 · 计算机科学 2024-09-25 Zhizhong Wu
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