相关论文: Bi-Level Chaotic Fusion Based Graph Convolutional …

Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…

We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the…

Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in asset co-movements which expose portfolios to rapid and devastating collapses in value. The structure of these…

Dynamic graph neural networks (DyGNNs) have demonstrated powerful predictive abilities by exploiting graph structural and temporal dynamics. However, the existing DyGNNs fail to handle distribution shifts, which naturally exist in dynamic…

Accurate air quality forecasts are vital for public health alerts, exposure assessment, and emissions control. In practice, observational data are often missing in varying proportions and patterns due to collection and transmission issues.…

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Financial time series forecasting faces a fundamental challenge: predicting optimal asset allocations requires understanding regime-dependent correlation structures that transform during crisis periods. Existing graph-based spatio-temporal…

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

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…

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

The increasingly wide use of deep machine learning techniques in computational mechanics has significantly accelerated simulations of problems that were considered unapproachable just a few years ago. However, in critical applications such…

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Various spatiotemporal and network GARCH models have recently been proposed to capture volatility interactions, such as the transmission of market risk across financial networks. These approaches rely heavily on the specification of the…

Graph prediction problems prevail in data analysis and machine learning. The inverse prediction problem, namely to infer input data from given output labels, is of emerging interest in various applications. In this work, we develop…

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Estimation of model uncertainty can help improve the explainability of Graph Convolutional Networks and the accuracy of the models at the same time. Uncertainty can also be used in critical applications to verify the results of the model by…

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…