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.

168,742 papers · 148 categories

Trend · papers per month

12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for dynamic link prediction

We propose a simple discrete time semi-supervised graph embedding approach to link prediction in dynamic networks. The learned embedding reflects information from both the temporal and cross-sectional network structures, which is performed by defining the loss function as a weighted sum of the supervised loss from past…

2016-10-14abs ↗pdf ↗

DyHATR learns dynamic heterogeneous networks for better link prediction.

problem Learning effective representations of dynamic heterogeneous networks for link prediction.
method Hierarchical attention for heterogeneous information and temporal RNN for evolutionary patterns.
result DyHATR significantly outperforms state-of-the-art baselines on link prediction tasks.

We propose a non-parametric link prediction algorithm for a sequence of graph snapshots over time. The model predicts links based on the features of its endpoints, as well as those of the local neighborhood around the endpoints. This allows for different types of neighborhoods in a graph, each with its own dynamics (e.…

2012-06-27abs ↗pdf ↗

A new framework predicts links in time-dependent networks using Bernoulli autoregression.

problem Predicting links in time-dependent networks with additional auxiliary information.
method A Bernoulli autoregressive model with regularization for link discovery.
result The model can discover new links not present in the data.

Recent advances in employing neural networks on graph domains helped push the state of the art in link prediction tasks, particularly in recommendation services. However, the use of temporal contextual information, often modeled as dynamic graphs that encode the evolution of user-item relationships over time, has been …

2018-11-17abs ↗pdf ↗

New approach models computer network activity as mixtures of sources.

problem Malicious activity detection in computer networks using standard algorithms is ineffective.
method Source separation approach to model short-term dynamics of computer network activity.
result Qualitative and quantitative experiments validate the approach.

We propose a nonparametric approach to link prediction in large-scale dynamic networks. Our model uses graph-based features of pairs of nodes as well as those of their local neighborhoods to predict whether those nodes will be linked at each time step. The model allows for different types of evolution in different part…

2011-09-06abs ↗pdf ↗

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.

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.

AUASE embeds dynamic networks with stability guarantees for node comparison.

problem Stability in dynamic network embeddings for comparing nodes across time.
method Attributed unfolded adjacency spectral embedding (AUASE) for stable unsupervised learning.
result AUASE provides significant improvements in link prediction and node classification.

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 ↗

The study models market price movement based on investors' expectations.

problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.

Graph neural network predicts new bank client interactions using transaction data.

problem Predicting new interactions in the network of bank clients.
method Proposes a graph neural network model that uses both network topology and time-series data.
result The model outperforms existing approaches in link prediction and credit scoring.

This survey clarifies dynamic network terminology and reviews GNN models for dynamic networks.

problem Ambiguity in dynamic network terminology and lack of GNN models for dynamic networks.
method Established consistent terminology and notation for dynamic networks, reviewed GNN models.
result Comprehensive survey of dynamic graph neural network models.

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.

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 ↗

New model predicts links in community-based networks robustly.

problem Link prediction in community-based networks with local clustering errors.
method Markov Stochastic Block Model (MSBM) with Hidden Markov Model (HMM) predictions.
result Misclassification error decays exponentially with relevant signal-to-noise ratio (SNR).

Framework predicts and prepares for rain-induced microwave link attenuation.

problem Severe signal attenuation due to weather conditions degrades network performance.
method Predictive Network Reconfiguration (PNR) framework using LSTM for attenuation prediction and MSNR for dynamic routing.
result Framework improves network utilization by more than 200% compared to reactive algorithms.

Unified framework linking firm signals and cross-asset spillovers for SDF estimation.

problem Estimating SDF with cross-asset spillovers and firm-level predictive signals.
method Maximizing Sharpe ratio to jointly estimate signals and spillovers, yielding interpretable SDF.
result SDF consistently outperforms benchmarks across various investment universes and market states.

Deep learning model predicts traffic flows across entire network for multiple steps ahead.

problem Accurately forecasting future traffic flows across all network links.
method Spatial-Temporal Sequence to Sequence (STSeq2Seq) model combining seq2seq and graph convolution.
result STSeq2Seq achieves state-of-the-art performance in traffic forecasting.

A new growth model for dynamic networks using Markovian latent points.

problem Modeling temporal dynamic networks with latent points and distances.
method Markovian latent space dynamic with Euclidean Sphere sampling and connection probabilities based on geodesic distances.
result Theoretical guarantees for non-parametric estimation of the latitude and envelope functions.

FinDKG uses LLMs to detect financial trends from news articles.

problem Detecting global financial trends from unstructured text data.
method Fine-tuned LLMs for generating DKGs, KGTransformer for analysis.
result KGTransformer outperforms existing thematic ETFs in financial thematic investing.

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…

2013-11-08abs ↗pdf ↗

We propose a dynamic edge exchangeable network model that can capture sparse connections observed in real temporal networks, in contrast to existing models which are dense. The model achieved superior link prediction accuracy on multiple data sets when compared to a dynamic variant of the blockmodel, and is able to ext…

2017-10-11abs ↗pdf ↗

A new method predicts higher-order interactions in evolving graphs using simplicial complexes.

problem Predicting higher-order interactions in dynamic graphs with theoretical guarantees.
method Capturing higher-order interactions as simplices, modeling neighborhoods with face-vectors, and developing a nonparametric kernel estimator.
result Our method outperforms existing higher-order prediction methods and is theoretically consistent.

We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and we demonstrate how the problem then falls into the LQG framework. We derive the o…

2016-11-03abs ↗pdf ↗

DeepRSCN models nonlinear systems using stochastic configurations.

problem Modeling nonlinear dynamic systems efficiently.
method Incrementally constructed deep reservoir computing framework with random parameters and online weight updates.
result DeepRSCN outperforms single-layer networks in efficiency, learning, and generalization.

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 ↗

GEN tackles few-shot out-of-graph link prediction in evolving multi-relational graphs.

problem Predicting links between unseen nodes in evolving multi-relational graphs with few edges per node.
method Transductive meta-learning framework (GEN) for inductive and transductive inference.
result GEN significantly outperforms relevant baselines for out-of-graph link prediction tasks.

Develops a new causal model for path-dependent link prediction.

problem Existing causal models assume fixed node factors, but real-world links can depend on existing ones.
method Introduces causal lifting and structural pairwise embeddings for path-dependent link prediction.
result Validated on three scenarios, demonstrating improved accuracy for causal link prediction.