DGRCL integrates dynamic and static graph relations for financial market prediction.
problem Capturing the evolving nature of stock markets while considering both temporal changes and static relational structures.
method Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, including Embedding Enhancement (EE) and Contrastive Constrained Training (CCT) modules.
result DGRCL significantly outperforms state-of-the-art TGL baselines on NASDAQ and NYSE datasets.
Recurrent-DBN models dynamic relational data with interpretable latent structures.
problem Interpreting dynamic relational data with hidden structures.
method Recurrent Dirichlet Belief Network framework with hierarchical latent structures and efficient inference strategy.
result Recurrent-DBN discovers interpretable latent structures and improves link prediction.
Model for dynamic relational data with regime changes.
problem Handling abrupt changes in dynamic relational data.
method Factorized fusion shrinkage model with global-local shrinkage priors.
result Posterior distribution attains minimax optimal rate up to logarithmic factors.
Relational data-like graphs, networks, and matrices-is often dynamic, where the relational structure evolves over time. A fundamental problem in the analysis of time-varying network data is to extract a summary of the common structure and the dynamics of the underlying relations between the entities. Here we build on t…
Amortized Causal Discovery learns to infer causal graphs from time-series data, improving performance.
problem Inference of causal graphs from time-series data is inefficient due to fitting new models for each sample.
method Proposes Amortized Causal Discovery, a variational model that leverages shared dynamics across samples with different causal graphs.
result Significant improvements in causal discovery performance demonstrated experimentally.
Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between the change of Pareto index and a symmetry in the detailed quasi-balance. The relat…
Symmetric binary matrices representing relations among entities are commonly collected in many areas. Our focus is on dynamically evolving binary relational matrices, with interest being in inference on the relationship structure and prediction. We propose a nonparametric Bayesian dynamic model, which reduces dimension…
Improves neural relational inference for dynamic multi-agent trajectories.
problem Limited accuracy of NRI in short output sequences for relational inference in multi-agent trajectories.
method Proposes DYnamic multi-AgentRelational Inference (DYARI) model to handle changing interactions over time.
result DYARI model outperforms NRI in dynamic relational inference tasks.
DOODL learns shared spectral dynamics across related dynamical systems.
problem Learning independent dynamical operators for each system limits discovery of shared structure.
method DOODL learns a dictionary of characteristic spectral dynamics on a manifold of related systems.
result DOODL achieves errors one to two orders of magnitude lower than independent operator estimation methods.
Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational learning focus on static snapshots and ignore the temporal dynamics. We propose…
Meta-Dynamic models learn shared neural dynamics across tasks.
problem Learning latent dynamics from neural recordings across different tasks.
method Captures variabilities on a low-dimensional manifold to meta-learn dynamics.
result Meta-Dynamic models can rapidly learn latent dynamics from new recordings.
Paper introduces OMD for ordered state transitions in SSMs.
problem Modeling ordered latent states in dynamic systems.
method Ordered Matrix Dirichlet (OMD) prior over ordered stochastic matrices.
result OMD models recover interpretable ordered latent structure without sacrificing predictive performance.
Interacting systems are prevalent in nature, from dynamical systems in physics to complex societal dynamics. The interplay of components can give rise to complex behavior, which can often be explained using a simple model of the system's constituent parts. In this work, we introduce the neural relational inference (NRI…
DArtNet predicts time series data using graph structure and dynamic attributes.
problem Predicting time series data using graph structure and dynamic attributes.
method DArtNet learns static and dynamic embeddings for graph nodes and encodes history information using RNN for joint link and attribute prediction.
result Improved time series prediction accuracy on five datasets.
Paper proposes active learning for mining conflict dynamics from textual data.
problem Lack of detailed information on conflict dynamics in existing datasets.
method Active learning with a large, encoder-only language model.
result Performance similar to human coding with reduced human annotation.
Riemannian geometry improves protein dynamics analysis.
problem Efficient analysis of protein dynamics data in non-linear spaces.
method Developed a local approximation technique for geodesics and a smooth manifold of protein conformations.
result Geodesics approximate molecular dynamics trajectories and provide realistic summary statistics.
MDGNN predicts stock prices by capturing multifaceted relations over time.
problem Challenges in predicting stock prices due to dynamic and intricate relations.
method MDGNN uses a discrete dynamic graph and Transformer structure to capture multifaceted relations and temporal evolution.
result MDGNN achieves the best performance in public datasets compared to SOTA methods.
DREAM model improves computational efficiency for non-linear effects in relational event models.
problem Efficiently modeling non-linear effects in dynamic relational networks.
method Introduces Deep Relational Event Additive Model (DREAM) using Neural Additive Models.
result Demonstrates superior computational efficiency compared to traditional REM approaches.
HySRL improves RL sample efficiency with shifted-dynamics data.
problem Leveraging historical data with shifted dynamics to improve sample efficiency in RL.
method HySRL, a hybrid transfer RL algorithm that uses prior information on dynamics shift to achieve better sample complexity.
result HySRL achieves problem-dependent sample complexity and outperforms pure online RL.
Graphs are essential representations of many real-world data such as social networks. Recent years have witnessed the increasing efforts made to extend the neural network models to graph-structured data. These methods, which are usually known as the graph neural networks, have been applied to advance many graphs relate…
dLDS models neural dynamics as sparse combinations of simpler components.
problem Understanding complex neural dynamics at a population level.
method Proposes a decomposed dynamical system model trained through dictionary learning.
result Model efficiently captures and demix diverse neural dynamics.
Financial volatility risk and its relation to a business cycle-related intrinsic time is addressed through a multiple round evolutionary quantum game equilibrium leading to turbulence and multifractal signatures in the financial returns and in the risk dynamics. The model is simulated and the results are compared with …
Paper shows equivalence between MM and PH for n-D Morse functions.
problem Relationship between Mathematical Morphology and Persistent Homology.
method Examined pairing of extrema in Morse functions using dynamics and persistence.
result Equivalence proven between dynamics and persistence on n-D Morse functions.
Framework LiLY recovers latent causal variables from time-series data under distribution shifts.
problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.
Extracts causal brain dynamics across multiple scales.
problem Statistical associations do not reflect causal mechanisms in brain dynamics.
method Multiscale causal backbone (MCB) extraction using advanced causal structure learning.
result Sparse MCBs reveal distinct causal roles at different brain frequency bands.
Paper connects dynamics of mechanical systems to Reeb dynamics.
problem Understanding dynamics in mechanical systems with Poisson structures.
method Using Jacobi bundle metrics and linear Poisson structures.
result Extends classical results on Reeb dynamics to mechanical systems.
Model captures neural activity related to behavior while separating internal computations.
problem Capturing neural activity related to behavior from complex brain recordings.
method Behavior-decomposed linear dynamical systems (b-dLDS) model.
result Improves over state-of-the-art models in disentangling behavior-related dynamics.
The paper generalizes relations between dynamical series and resolvents of vector fields.
problem Analyzing dynamical series using resolvents of vector fields.
method Derives the general form of relations involving intersection of kernel with integration currents for any smooth flow.
result Computes values of dynamical series and their relation with topological invariants.
Proposes a THGNN for dynamic financial time series prediction.
problem Challenges in predicting stock market price movements.
method Temporal and heterogeneous graph neural network (THGNN) approach.
result Significantly improved prediction performance compared to state-of-the-art methods.
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 scalable semi-supervised learning from multi-relational data. Key aspects of the no…
Proposes a graph dynamics prior for more accurate relational inference.
problem Identifying interactions in dynamical systems from observed dynamics.
method Graph Dynamics Prior (GDP) that uses error amplification in non-local polynomial filters.
result Reconstructs graphs more accurately than previous methods, robust to under-sampling.
Proposes a new model for more accurate demand forecasting considering dynamic contextual information.
problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.
We propose a method to infer stochastic low-rank RNNs from neural data.
problem Fitting low-rank RNNs to noisy, stochastic neural data.
method Variational sequential Monte Carlo methods for stochastic low-rank RNNs.
result Lower dimensional latent dynamics compared to state-of-the-art methods.
Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metro…
SSL framework identifies non-linear systems without labeled data.
problem System identification in non-linear environments without labeled data.
method Dynamics contrastive learning framework.
result SSL can identify non-linear dynamics in latent space.
Study combines dynamic mode and wavelet decomposition for marketing time series analysis.
problem Insufficient quantitative studies in marketing literature.
method Dynamic mode decomposition and wavelet decomposition for marketing time series.
result Effect of time scale on brand sales persistence and forecasting.
This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based simulations and for gaining direct insight into observed dynamic processes. We use an e…
Paper introduces a VAE-based framework for multi-level Granger-causal learning.
problem Capturing lead-lag relationships in related dynamical systems.
method Variational Autoencoder (VAE) framework for joint learning.
result Framework handles shared and individual system structures.
We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the set and the sharing pattern are both inferred from data. We develop efficient M…
Study analyzes stock market dynamics using recurrence measures and transitions.
problem Understanding transitions in stock market dynamics during crises.
method Recurrence plots and networks from nonstationary stock market data.
result Recurrence measures capture transitions in stock market dynamics.
Deep equilibrium models converge globally without explicit computation.
problem Global convergence of deep learning models with implicit layers.
method Analysis of gradient dynamics and proof of convergence rate.
result Deep equilibrium models converge to global optimum at a linear rate.
We introduce dynamic asymptotic dimension, a notion of dimension for actions of discrete groups on locally compact spaces, and more generally for locally compact étale groupoids. We study our notion for minimal actions of the integer group, its relation with conditions used by Bartels, Lück, and Reich in the context of…
We demonstrate the possibility of classifying causal systems into kinds that share a common structure without first constructing an explicit dynamical model or using prior knowledge of the system dynamics. The algorithmic ability to determine whether arbitrary systems are governed by causal relations of the same form o…
Dynamic Boltzmann Machine (DyBM) has been shown highly efficient to predict time-series data. Gaussian DyBM is a DyBM that assumes the predicted data is generated by a Gaussian distribution whose first-order moment (mean) dynamically changes over time but its second-order moment (variance) is fixed. However, in many fi…
The paper proposes a new model for financial order books without assuming prices or quantities.
problem Understanding the geometry of financial order books without assuming prices or quantities.
method Modeling financial order books as an inflationary relational system without metric, temporal, or price coordinates. Observable quantities arise through spectral embeddings of the graph Laplacian.
result Projected supply and demand are constrained to gamma-like functional forms, which can be observed as integrated-gamma cumulative profiles in high-frequency data.
To each dynamic equivalence of two control systems is associated an infinite permutation matrix. We investigate how such matrices are related to the existence of dynamic equivalences.
Survey of IoT recommendation systems and their limitations.
problem Traditional recommender systems fail to handle IoT data.
method Comprehensive review of IoT recommender systems and techniques.
result Proposes a reference framework for future research.
Symmetry-regularized Neural ODEs improve model stability and interpretability.
problem Improving the stability and physical interpretability of Neural ODEs.
method Integrating Lie symmetries and conservation laws into the loss function.
result Symmetry-regularized Neural ODEs enhance model stability and interpretability.