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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.

168,742 papers · 148 categories

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165329494658 · Jun 202019922001200920172026
48 results for dynamic factor graph

Improves scalability and robustness of dynamic graph clustering.

problem Scalability and robustness issues in matrix factorization methods for dynamic graphs.
method Temporal separated matrix factorization, bi-clustering regularization, selective embedding updating.
result Demonstrated scalability, robustness, and effectiveness on synthetic and real-world benchmarks.

New method predicts dynamic relationships in terrorist networks.

problem Dynamic co-evolution of multiplex graphs and nodal attributes in terrorism networks.
method Time-varying stochastic latent factor models with neural network Gaussian processes.
result Superior performance in predicting unobserved dynamic relationships.

New method evaluates financial graphs for stock trend forecasting.

problem Lack of dynamic stock relationship graphs and evaluation methods.
method SPNews dataset and novel evaluation methods independent of downstream tasks.
result Evaluation methods can differentiate between various financial relationship graphs.

A new method learns dynamic graph representations from time-varying data.

problem Learning dynamic graph representations from time-varying data.
method Higher-order skip-gram with negative sampling (HOSGNS) for tensor factorization.
result HOSGNS outperforms state-of-the-art methods in downstream tasks.

Develops a deep multi-factor model for factor investing with clear financial insights.

problem Lack of interpretability and unclear financial insights in non-linear factor models.
method Industry and market neutralization modules, graph attention modules, factor-attention module.
result Demonstrates effectiveness in factor investing with real-world stock market data.

Unified approach to path planning using probabilistic inference on factor graphs.

problem Path planning problems using probabilistic inference.
method Unified framework using probabilistic factor graphs and message composition rules.
result Unified approach includes various algorithms like Sum-product, Max-product, Dynamic programming, and mixed criteria.

Proposes a graph neural network for futures price prediction.

problem Challenges in high-frequency trading of futures prices.
method Heterogeneous Continual Graph Neural Network (STGNN) integrating multi-factor pricing theories.
result Outperforms other models in prediction accuracy on 49 commodity futures.

Study shows neural ODEs generalize well on synthetic graphs but struggle with degree heterogeneity and clustering.

problem Understanding neural ODEs on complex networks, especially with varying graph sizes and structures.
method Synthetic data from five dynamical systems on graphs, using Barabási-Barzel form vector fields.
result Degree heterogeneity and dynamical system type are primary factors affecting neural ODEs' generalization.

DISTANA improves weather prediction by inferring hidden factors from temperature data.

problem Inferring hidden factors in spatiotemporal processes without supervision.
method Enhanced DISTANA architecture for spatiotemporal data, active tuning for latent state inference.
result DISTANA achieves more accurate predictions than other methods, inferring hidden factors from temperature data.

The location-based social network, Foursquare, reflects the human activities of a city. The mobility dynamics inferred from Foursquare helps us understanding urban social events like crime In this paper, we propose a directed graph from the aggregated movement between regions using Foursquare data. We derive region ris…

2019-07-25abs ↗pdf ↗

A new method for CT-DCEGs simplifies inference for asymmetric processes.

problem Inference in asymmetric state space problems with continuous time evolution.
method An extension of CEG propagation for CT-DCEGs, employing junction tree inference.
result CT-DCEGs are preferred over DBNs and continuous time BNs for asymmetric processes.

Deep NLP models benefit from underlying structures in the data---e.g., parse trees---typically extracted using off-the-shelf parsers. Recent attempts to jointly learn the latent structure encounter a tradeoff: either make factorization assumptions that limit expressiveness, or sacrifice end-to-end differentiability. Us…

2018-09-03abs ↗pdf ↗

New method models covariates and responses without parametric assumptions using manifold learning.

problem Losing explanatory power for responses in standard factor models applied to covariates alone.
method Anisotropic diffusion maps for learning low-dimensional embeddings.
result Kalman filtering in diffusion-map coordinates improves joint covariate-response prediction.

One primary task of population health analysis is the identification of risk factors that, for some subpopulation, have a significant association with some health condition. Examples include finding lifestyle factors associated with chronic diseases and finding genetic mutations associated with diseases in precision he…

2018-11-27abs ↗pdf ↗

Graph neural networks speed up nonnegative matrix factorization.

problem Efficiently factorize nonnegative matrices for various applications.
method Developed a graph neural network that combines bipartite self-attention with ADMM updates.
result Significant acceleration achieved in nonnegative matrix factorization.

Study abelian factors in Lie algebras from graph edge labels.

problem Understanding abelian factors in Lie algebras from graph edge labels.
method Analyzing 2-step nilpotent Lie algebras constructed from graphs, computing abelian factors, and studying singularity properties.
result Explicit computation of abelian factors for various graph families.

Graphs model human mobility patterns, reducing errors in data matching.

problem Lack of high-quality data and computational resources for graph-based mobility analysis.
method Embedding graphs into a continuous space to address matching, modeling, and visualization challenges.
result Approx 40% decrease in error on average in matched graphs vs unmatched ones.

A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient t…

2019-02-08abs ↗pdf ↗

A model for POI recommendation using relation embedding.

problem Challenges in POI recommendation due to sparse user-POI matrix and varying context.
method Translation-based relation embedding using Knowledge Graph Embedding techniques, combined matrix factorization framework.
result Demonstrates effectiveness of the proposed model on real-world datasets.

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.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

Extract common latent factors from graphs for better representation learning.

problem Graph-level representation learning challenges due to limited labeled data and poor negative sample selection.
method Graph-wise Common Latent Factor Extraction (GCFX) using deepGCFX model.
result Improved graph-level and node-level tasks performance compared to state-of-the-art methods.

DGA and DVGA learn disentangled graph representations to improve graph analysis.

problem Holistic graph auto-encoders fail to capture latent factors effectively.
method Design disentangled graph convolutional network and component-wise flow, impose independence constraints.
result Improved disentangled graph representations enhance graph analysis tasks.

Efficiently learns deep factor graphs using Gaussian belief propagation.

problem Learning in deep factor graphs with efficient inference.
method Treats all relevant quantities as random variables, uses belief propagation for inference.
result Efficiently solves training and prediction problems in deep factor graphs with belief propagation.

New model clusters graphs using Gromov-Wasserstein discrepancy.

problem Graph clustering with topological structures and node attributes.
method Gromov-Wasserstein discrepancy for relational graph comparison; learns atoms and weights via minimization of discrepancy.
result Model achieves flexible factorization of unaligned graphs with different sizes.

Proposes a new method to extract time-aware shapelets for better time series modeling.

problem Challenges in achieving reliable efficiency and interpretability in time series modeling.
method Designs a two-level timing factor to extract time-aware shapelets and constructs a shapelet evolution graph.
result Improves time series modeling by extracting time-aware shapelets and incorporating them into embeddings.

The paper refines 2-factor homology to a stable homotopy type for planar trivalent graphs with perfect matchings.

problem Developing a stable homotopy type for planar trivalent graphs with perfect matchings.
method Defining a cover functor from the 2-factor flow category to the cube flow category, realizing the 2-factor spectrum, and showing it's an invariant.
result The stable homotopy type of the 2-factor spectrum is an invariant of planar trivalent graphs with perfect matchings.

Agent uses message passing to optimize robot navigation, balancing exploration and exploitation.

problem Optimizing robot navigation in continuous-valued spaces with uncertainty.
method Autoregressive active inference agent using message passing on a factor graph.
result Agent modulates action based on predictive uncertainty, leading to better model of dynamics.

Dynamic factor analysis reveals insights into Philippine stock market dynamics.

problem Understanding complex stock market dynamics.
method Dynamic factor model using Kalman method and maximum likelihood estimation.
result Common factors extracted from the model represent market trends and volatility.

CauSTream forecasts streamflow by integrating causal graphs for better interpretability.

problem Streamflow forecasting lacks interpretability and generalization due to fixed causal models.
method CauSTream learns causal graphs for meteorological forcings and routing dependencies.
result CauSTream outperforms existing methods, especially at longer forecast windows.

We propose the factorized action variational autoencoder (FAVAE), a state-of-the-art generative model for learning disentangled and interpretable representations from sequential data via the information bottleneck without supervision. The purpose of disentangled representation learning is to obtain interpretable and tr…

2019-02-22abs ↗pdf ↗

EPFGNN models graph connections for better node classification.

problem Graph node classification issues due to feature aggregation.
method EPFGNN models graph as a Markov Random Field with explicit pairwise factors and a GNN backbone.
result EPFGNN improves semi-supervised node classification performance.

Proposes iVDFM for identifying latent factors in multivariate time series.

problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.