相关论文: Structure Over Signal: A Globalized Approach to Mu…

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…

Graph neural networks (GNNs) are widely used as surrogates for costly experiments and first-principles simulations to study the behavior of compounds at atomistic scale, and their architectural complexity is constantly increasing to enable…

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…

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Graph Neural Networks (GNNs) set the state-of-the-art in representation learning for graph-structured data. They are used in many domains, from online social networks to complex molecules. Most GNNs leverage the message-passing paradigm and…

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

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…

Graph Neural Networks (GNNs) are routinely used in molecular physics, social sciences, and economics to model many-body interactions in graph-like systems. However, GNNs are inherently local and can suffer from information flow bottlenecks.…

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.…

In the field of deep learning, Graph Neural Networks (GNNs) and Graph Transformer models, with their outstanding performance and flexible architectural designs, have become leading technologies for processing structured data, especially…

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…

Graph Neural Networks (GNNs) have emerged as the de facto standard for modeling graph data, with attention mechanisms and transformers significantly enhancing their performance on graph-based tasks. Despite these advancements, the…

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.…

Graph neural networks (GNNs) can learn effective node representations that significantly improve link prediction accuracy. However, most GNN-based link prediction algorithms are incompetent to predict weak ties connecting different…

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.…

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…

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

The era of data deluge has sparked the interest in graph-based learning methods in a number of disciplines such as sociology, biology, neuroscience, or engineering. In this paper, we introduce a graph recurrent neural network (GRNN) for…

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…

Graph Neural Networks (GNNs) have led to state-of-the-art performance on a variety of machine learning tasks such as recommendation, node classification and link prediction. Graph neural network models generate node embeddings by merging…