Research
On-device research index

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

Trend · papers per month

4589171,3751,833 · Jun 202019922001200920172026
48 results for dynamic graph parameter learning

G-FuNK learns solutions for nonlinear PDEs on multiple domains and parameters.

problem Predicting time-dependent dynamics of complex systems governed by nonlinear PDEs with varying parameters and domains.
method Graph Fourier Neural Kernels combining domain-adapted and transferable components for non-diffusive and diffusive terms.
result G-FuNK achieves low relative errors on unseen domains and fiber fields, significantly accelerating predictions.

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.

Graph neural controlled differential equations learn graph dynamics from vertex observations.

problem Predicting future states of dynamical systems on graphs with limited vertex data.
method Incorporates graph topology information into NCDE to predict graph dynamics.
result Informed NCDE requires fewer parameters and lower MAE compared to previous methods.

GRADE models evolving graph dynamics by learning node and community representations.

problem Lack of tools to study temporal community dynamics in evolving graphs.
method GRADE is a probabilistic model that learns evolving node and community representations via a random walk prior and variational inference.
result GRADE outperforms baselines in dynamic link prediction and dynamic community detection.

Graph representation learning resurges as a trending research subject owing to the widespread use of deep learning for Euclidean data, which inspire various creative designs of neural networks in the non-Euclidean domain, particularly graphs. With the success of these graph neural networks (GNN) in the static setting, …

2019-02-26abs ↗pdf ↗

LOCAL learns dynamic causal structures from time series data efficiently.

problem Challenges in discovering DAG from time series data due to dynamic nature and nonlinear interactions.
method LOCAL proposes a quasi-maximum likelihood-based score function and adaptive modules ACML and DGPL.
result LOCAL significantly outperforms existing methods in dynamic causal discovery.

A new method recovers latent potentials from graph flows, preserving ordering and stability.

problem Recovering latent potentials from graph flows is ill-posed and standard methods collapse the ordering.
method Gauge-invariant, parameter-insensitive regularization using Dirichlet energy.
result The method preserves ordering and stability across different regularization strengths.

This paper considers a new framework to detect communities in a graph from the observation of signals at its nodes. We model the observed signals as noisy outputs of an unknown network process, represented as a graph filter that is excited by a set of unknown low-rank inputs/excitations. Application scenarios of this m…

2018-09-05abs ↗pdf ↗

Study neural architectures on learned latent graphs using Schrödinger dynamics.

problem Understanding neural architectures on learned latent graphs.
method Optimizes over stratified moduli space of weighted graphs with Kähler-Hessian metric.
result Multilayer stationary networks are equivalent to global stationary problems on supra-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.

SteinGen generates diverse graph samples from a single example.

problem Generating graphs with characteristic structures and diversity from a single example.
method Combines Stein's method and MCMC with Glauber dynamics and re-estimation of the Stein operator.
result High distributional similarity to the original data, combined with high sample diversity.

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.

A new method uses matrix sketches for efficient graph clustering in dynamic environments.

problem Efficiently clustering large, dynamic graphs in distributed memory systems.
method Inspired by spectral clustering, the approach uses random dimension-reducing projections to derive matrix sketches.
result The method produces embeddings that yield performant clustering results in a fully-dynamic stochastic block model stream.

Graph neural networks predict solid-state NMR parameters from atomic structures.

problem Efficiently predicting NMR parameters from atomic structures for complex materials.
method Graph neural networks applied to tensor quantities for anisotropic magnetic shielding and electric field gradient.
result Improved accuracy in predicting NMR properties from diverse and complex materials.

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 ↗

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.

Estimates parameters of interconnected linear systems using total variation penalization.

problem Joint estimation of parameters in interconnected linear dynamical systems.
method Total variation penalized least-squares estimator.
result The MSE goes to zero as the number of systems increases, even with constant trajectory length.

DYMAG uses dynamic waveforms to improve graph neural networks.

problem Improving graph neural networks for better graph understanding.
method DYMAG employs dynamical system-based waveforms for message aggregation in graph neural networks.
result DYMAG outperforms baseline models in graph recovery, property prediction, and random graph generation.

Learning latent representations of nodes in graphs is an important and ubiquitous task with widespread applications such as link prediction, node classification, and graph visualization. Previous methods on graph representation learning mainly focus on static graphs, however, many real-world graphs are dynamic and evol…

2018-12-22abs ↗pdf ↗

Estimates multiple linear systems on a graph with smoothness constraints.

problem Joint estimation of multiple linear systems under graph smoothness constraints.
method Proposes estimators for joint estimation of system matrices with error bounds.
result MSE converges to zero as mm increases, typically polynomially fast w.r.t mm.

Researchers identify critical protein residues using advanced graph theory.

problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.

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.

DynDepNet learns dynamic brain graphs from fMRI data for better prediction performance.

problem Static brain graphs from fMRI data lead to poor GNN performance.
method Dynamic Graph Structure Learning for time-varying brain connectivity.
result DynDepNet achieves state-of-the-art sex classification accuracy on real-world fMRI data.

Graphs arise naturally in many real-world applications including social networks, recommender systems, ontologies, biology, and computational finance. Traditionally, machine learning models for graphs have been mostly designed for static graphs. However, many applications involve evolving graphs. This introduces import…

2019-05-27abs ↗pdf ↗

DBGDGM models dynamic brain graphs for better understanding brain function.

problem Previous brain graph models ignore temporal dynamics, limiting their usefulness.
method DBGDGM clusters brain regions into evolving communities and learns dynamic node embeddings.
result DBGDGM outperforms baselines in graph generation, dynamic link prediction, and graph classification.

AGCRN forecasts traffic using adaptive graph and recurrent learning.

problem Forecasting traffic dynamics with complex spatial and temporal correlations.
method Adaptive Graph Convolutional Recurrent Network (AGCRN) with Node Adaptive Parameter Learning (NAPL) and Data Adaptive Graph Generation (DAGG).
result AGCRN outperforms state-of-the-art models without pre-defined graphs.

A novel model-selection method for dynamic networks using synthetic data.

problem Classifying and understanding the growth mechanisms of dynamic networks.
method Training a classifier on synthetic network data generated by nine random graph models, using dynamic features that count new links.
result Achieves near-perfect classification of synthetic networks, outperforming state-of-the-art methods.

This paper uses LLMs for causal discovery with active learning and dynamic scoring to improve efficiency and fairness.

problem High computational demands and complexities of large-scale data in causal discovery.
method Metadata-based approach, BFS strategy, Active Learning, Dynamic Scoring Mechanism, LLM confidence scores.
result Significantly reduced number of queries and improved efficiency in causal graph construction.

How can we effectively encode evolving information over dynamic graphs into low-dimensional representations? In this paper, we propose DyRep, an inductive deep representation learning framework that learns a set of functions to efficiently produce low-dimensional node embeddings that evolves over time. The learned embe…

2018-03-11abs ↗pdf ↗

Unified framework predicts S&P500 index direction using transfer learning and causal graph.

problem Predicting the movement of financial indices like S&P500.
method Transfer learning, causal graph, multidisciplinary knowledge, VAE network.
result 74.3% accuracy, 67% F1-score, 0.42 Matthew correlation on 12 years test period.

Many irregular domains such as social networks, financial transactions, neuron connections, and natural language constructs are represented using graph structures. In recent years, a variety of graph neural networks (GNNs) have been successfully applied for representation learning and prediction on such graphs. In many…

2019-10-16abs ↗pdf ↗

Neural networks that compute over graph structures are a natural fit for problems in a variety of domains, including natural language (parse trees) and cheminformatics (molecular graphs). However, since the computation graph has a different shape and size for every input, such networks do not directly support batched t…

2017-02-07abs ↗pdf ↗

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.

Representation learning over graph structured data has been mostly studied in static graph settings while efforts for modeling dynamic graphs are still scant. In this paper, we develop a novel hierarchical variational model that introduces additional latent random variables to jointly model the hidden states of a graph…

2019-08-26abs ↗pdf ↗

Recent years have witnessed the emerging success of graph neural networks (GNNs) for modeling structured data. However, most GNNs are designed for homogeneous graphs, in which all nodes and edges belong to the same types, making them infeasible to represent heterogeneous structures. In this paper, we present the Hetero…

2020-03-03abs ↗pdf ↗

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.

In this paper, we revisit the parameter learning problem, namely the estimation of model parameters for Dynamic Bayesian Networks (DBNs). DBNs are directed graphical models of stochastic processes that encompasses and generalize Hidden Markov models (HMMs) and Linear Dynamical Systems (LDSs). Whenever we apply these mo…

2018-12-21abs ↗pdf ↗

PGNs dynamically infer and use graph structures to improve model generalization.

problem Static graph structures inferred by machine learning practitioners are often suboptimal for tasks.
method PGNs augment graphs with dynamically inferred pointers for improved model generalization.
result PGNs outperform unrestricted GNNs and Deep Sets on dynamic graph connectivity tasks.

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.