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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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85169254338 · Jun 202019922001200920172026
48 results for Temporal Graphs

TG-GAN models dynamic graph evolution for continuous-time temporal graphs.

problem Challenges in modeling dynamic temporal graphs, especially in continuous time.
method Temporal Graph Generative Adversarial Network (TG-GAN) that models truncated edge sequences, time budgets, and node attributes.
result TG-GAN significantly outperforms existing methods in efficiency and effectiveness.

TGR rewires temporal graphs to improve TGNN performance.

problem Temporal graphs in evolving networks can suffer from under-reaching and over-squashing issues.
method TGR uses expander graph propagation to create message-passing highways between temporally distant nodes.
result TGR achieves state-of-the-art results on temporal graph benchmarks.

MTRGL learns temporal correlations from multi-modal data for improved pair trading.

problem Discerning temporal correlations among financial entities.
method Combines time series data and discrete features into a temporal graph, using a memory-based temporal graph neural network.
result MTRGL outperforms traditional methods in temporal graph link prediction and pair trading.

HYPA-DBGNN detects anomalous sequential patterns in temporal graphs.

problem Modeling temporal patterns in dynamic graphs, especially considering deviations from random shuffling.
method Two-step approach combining null model inference and neural message passing.
result HYPA-DBGNN outperforms baseline methods in static node classification tasks.

Within many real-world networks the links between pairs of nodes change over time. Thus, there has been a recent boom in studying temporal graphs. Recognizing patterns in temporal graphs requires a proximity measure to compare different temporal graphs. To this end, we propose to study dynamic time warping on temporal …

2018-10-15abs ↗pdf ↗

GTEA learns node representations in temporal interaction graphs.

problem Inductive representation learning on temporal interaction graphs.
method Integrates sequence model with time encoder and self-attention scheme for edge and node embeddings.
result GTEA learns comprehensive node representations capturing temporal and structural characteristics.

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

In this work, we present a method for node embedding in temporal graphs. We propose an algorithm that learns the evolution of a temporal graph's nodes and edges over time and incorporates this dynamics in a temporal node embedding framework for different graph prediction tasks. We present a joint loss function that cre…

2019-03-21abs ↗pdf ↗

We model GitHub interactions as a temporal knowledge graph for software engineering questions.

problem Insufficient performance of existing temporal models on extrapolated queries and time prediction.
method Introduced an extension to current temporal models using relative temporal information.
result Improved performance on extrapolated queries and time prediction.

IMPaCT improves node classification in chronological split temporal graphs.

problem Domain adaptation challenges in graph data due to chronological splits.
method IMPaCT proposes a method to impose invariant properties based on realistic assumptions derived from temporal graph structures.
result IMPaCT achieves a 3.8% performance improvement over current SOTA method on the ogbn-mag graph dataset.

Inductive representation learning on temporal graphs is an important step toward salable machine learning on real-world dynamic networks. The evolving nature of temporal dynamic graphs requires handling new nodes as well as capturing temporal patterns. The node embeddings, which are now functions of time, should repres…

2020-02-19abs ↗pdf ↗

Spatio-temporal graphs such as traffic networks or gene regulatory systems present challenges for the existing deep learning methods due to the complexity of structural changes over time. To address these issues, we introduce Spatio-Temporal Deep Graph Infomax (STDGI)---a fully unsupervised node representation learning…

2019-04-12abs ↗pdf ↗

Graph Neural Networks improve volatility prediction in financial markets.

problem Traditional models struggle with complex, non-linear interdependencies in financial markets.
method Temporal Graph Attention Network (Temporal GAT) combines GCNs and GATs to capture dynamic graph structures.
result Temporal GAT outperforms traditional GARCH models in volatility forecasting, especially for short- to mid-term predictions.

Many real-world graphs or networks are temporal, e.g., in a social network persons only interact at specific points in time. This information directs dissemination processes on the network, such as the spread of rumors, fake news, or diseases. However, the current state-of-the-art methods for supervised graph classific…

2019-10-14abs ↗pdf ↗

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.

StrGNN detects anomalies in dynamic graphs by analyzing subgraphs and temporal features.

problem Detecting anomalies in dynamic graphs with structural changes.
method StrGNN is an end-to-end model that uses structural subgraphs and temporal features for anomaly detection.
result StrGNN effectively detects anomalies in dynamic graphs, as shown by extensive experiments.

Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the underlying relation between entities is pre-determined. However, the explicit graph…

2019-05-31abs ↗pdf ↗

Unified model forecasts epidemics with spatial and temporal dynamics.

problem Limited accuracy in traditional models and lack of interpretability in deep learning models.
method CSTGNN integrates Spatio-Contact SIR model with Graph Neural Networks.
result Effective spatiotemporal epidemic forecasting with interpretability.

This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We b…

2016-02-14abs ↗pdf ↗

ST-GCN improves rs-fMRI prediction accuracy by modeling spatio-temporal graph connectivity.

problem Existing rs-fMRI methods neglect functional connectivity or temporal dynamics.
method Spatio-temporal graph convolutional network (ST-GCN) trained on BOLD time series.
result ST-GCN predicts gender and age more accurately than common methods.

TSAM predicts directed temporal links using GCN and self-attention.

problem Predicting links in directed temporal networks.
method GCN, self-attention mechanism, autoencoder architecture, graph attentional layers, graph convolutional layers, graph recurrent unit layer.
result TSAM outperforms benchmarks on four realistic networks.

TCGPN improves stock forecasting by capturing temporal correlation patterns.

problem Stock forecasting with minimal periodicity and large node numbers.
method TCGPN uses Temporal-Correlation fusion encoder and pre-training methods to handle large datasets.
result TCGPN achieves state-of-the-art results on real stock market data.

Proposes a GNN for multivariate time-series prediction with filtering.

problem Low signal-to-noise ratio in complex systems data.
method Integrates a spatial-temporal GNN with a matrix filtering module to generate filtered graphs.
result Proposed model outperforms baseline approaches in multivariate time-series prediction.

TTERGM models improve social network predictions by incorporating triadic relationships.

problem Lack of models capturing triadic relationships and social learning theories in temporal network data.
method Introduced TTERGM, a generative model that includes triadic relationships and social learning theory as additional probability distributions. Parameters are estimated via Monte Carlo maximum likelihood.
result TTERGM achieves improved accuracy and fidelity compared to existing models on social network data.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

Learning network representations is a fundamental task for many graph applications such as link prediction, node classification, graph clustering, and graph visualization. Many real-world networks are interpreted as dynamic networks and evolve over time. Most existing graph embedding algorithms were developed for stati…

2019-10-04abs ↗pdf ↗

Networks evolve continuously over time with the addition, deletion, and changing of links and nodes. Such temporal networks (or edge streams) consist of a sequence of timestamped edges and are seemingly ubiquitous. Despite the importance of accurately modeling the temporal information, most embedding methods ignore it …

2019-04-12abs ↗pdf ↗

Analyzing the temporal behavior of nodes in time-varying graphs is useful for many applications such as targeted advertising, community evolution and outlier detection. In this paper, we present a novel approach, STWalk, for learning trajectory representations of nodes in temporal graphs. The proposed framework makes u…

2017-11-11abs ↗pdf ↗

Federated learning interprets temporal dynamics across clients with graph attention.

problem Interpreting temporal patterns across decentralized, heterogeneous systems with nonlinear dynamics.
method Graph Attention Network for learning state transition models over latent states communicated between clients.
result First interpretable characterization of cross-client temporal interdependencies in decentralized nonlinear systems.

Detects malicious accounts in permissionless blockchains using graph properties and ML.

problem Identifying and classifying malicious accounts in permissionless blockchains.
method Temporal graph properties, ML algorithms (ExtraTreesClassifier, K-Means), cosine similarity, behavior change analysis.
result ExtraTreesClassifier performs best in detecting malicious accounts on Ethereum blockchain.

A3T-GCN improves traffic forecasting by capturing spatial and temporal dependencies.

problem Accurate real-time traffic forecasting in complex road networks.
method Attention Temporal Graph Convolutional Network (A3T-GCN) integrating recurrent units and graph convolutional network.
result Improved prediction accuracy through attention mechanism and global temporal information.

CTGCN learns dynamic graph embeddings preserving both local and global graph structure.

problem Learning node representations for evolving graphs while preserving both local and global graph structure.
method CTGCN uses k-core based temporal graph convolutional network to learn dynamic graph embeddings.
result CTGCN outperforms existing methods in link prediction and structural role classification.