Graph neural networks improve financial modeling of complex data.
problem Complex financial data and market volatility.
method Review and categorize GNN models for financial graphs.
result GNN models enhance performance in financial tasks.
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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.
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48 results for “financial graphs”
TGN outperforms static GNNs in detecting financial fraud.
problem Anomaly detection in dynamic financial networks.
method Temporal Graph Networks (TGN) for capturing edge dynamics.
result TGN significantly outperforms static GNNs in AUC metrics.
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.
Study financial market graphs with Laplacian constraints.
problem Learning undirected graphs in financial markets.
method Proposes algorithms to estimate graphs accounting for financial data properties.
result Guidelines for estimating graphs in financial markets.
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.
Company Competition Graphq-fin.GN
System constructs public competitor graph from financial reports.
problem Time-consuming and expert-laden manual extraction of corporate relationships.
method Financial report processing to generate reliable knowledge graph of corporate relationships.
result More than 83% of S\&P 500 companies' competition relationships retrieved.
Graph learning captures financial dynamics over time.
problem Understanding the evolving patterns in financial interactions.
method Graph Representation Learning applied to a dynamic financial graph.
result Captured latent trajectories reveal insights into economic events.
The paper explores learning graphs in financial markets using Laplacian constraints.
problem Learning undirected graphical models for financial assets.
method Alternating Direction Method of Multipliers for graph learning.
result Laplacian matrix as a model for financial assets' precision matrix.
FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.
problem Lack of large-scale, open-source financial knowledge graph datasets.
method Intelligent document parsing, table-aware chunking, schema-guided iterative extraction, reflection-driven feedback loop.
result Reflection-agent-based mode achieves best balance of efficiency, accuracy, and reliability.
New method detects corporate fraud in noisy financial networks.
problem Detecting corporate fraud in rich yet noisy financial networks.
method Knowledge-enhanced GCN with Robust Two-stage Learning (KeGCN_R)
result KeGCN_R outperforms baselines in fraud detection effectiveness and robustness.
Graph machine learning and Super-App data improve credit risk prediction for financial inclusion.
problem Improving credit risk prediction for financial inclusion.
method Two graph-based experiments using centrality, behavior, and transactionality features.
result Graph features enhance credit risk models, leading to more inclusive financial systems.
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.
SRR detects early signs of financial crises using multi-layer graphs.
problem Predicting systemic financial transitions from evolving market interactions.
method Systemic Risk Radar (SRR) models financial markets as multi-layer graphs.
result Graph-derived features provide useful early-warning signals compared to feature-based models.
Graph Ricci flow reveals hidden hierarchies in stock market correlations.
problem Detecting hidden structures in the complex stock market graph.
method Using graph Ricci curvature and flow techniques to analyze the NASDAQ 100 index.
result Algorithm detects hidden hierarchies, community behavior, and clustering in financial markets.
GNN improves financial risk detection in dynamic networks.
problem Complex, changing financial networks make traditional risk identification methods ineffective.
method Graph Neural Networks (GNN) for embedded representation learning of financial data.
result GNN enhances the detection of hidden risks and abnormal behaviors in financial networks.
Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagationq-fin.RM
GraphShield uses dynamic graph learning to detect and visualize financial risks.
problem Detecting and mitigating risks in financial networks.
method Enhanced Cross-Domain Information Learning, Advanced Risk Recognition, Risk Propagation Visualization.
result GraphShield effectively identifies and visualizes hidden financial risks.
Graph Neural Networks improve financial fraud detection.
problem Complex financial transactions pose challenges in fraud detection.
method Unified framework of GNN methodologies applied to financial fraud detection.
result GNNs excel at capturing complex relational patterns in financial networks.
Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven measures of financial integration using graphs. The present contribution investigat…
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.
Model financial default cascades on sparse graphs via hitting times.
problem Capturing systemic risk in large, sparsely-connected financial networks.
method Dynamic particle systems with hitting times and convergence theory.
result Characterization of default time distribution in tree-like networks.
Graph auto-encoders predict stock market instability by measuring graph structure changes.
problem Forecasting stock market instability and volatility.
method Use graph auto-encoders to reconstruct graph structure and measure changes.
result Higher GAE reconstruction error correlates with higher volatility.
Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also sparsely connected. It becomes challenging to apply machine learning to such large…
Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropycs.AI
Study detects anomalies in financial markets using GNN and nonextensive entropy.
problem Detecting anomalies in global financial markets with many correlated assets.
method Used Graph Neural Networks (GNN) with nonextensive entropy to measure uncertainty.
result Anomalies are statistically different for nonextensive entropy parameters before, during, and after a crisis.
A new method detects financial fraud using graph transformers.
problem Detecting fraudulent transactions in financial data.
method Spatial-Temporal-Aware Graph Transformer (STA-GT) integrating GNNs and transformers.
result STA-GT outperforms general GNN models on financial fraud detection.
DGNN predicts financial margin calls under stress tests.
problem Forecasting margin calls in dynamic financial networks.
method Dynamic Graph Neural Network (DGNN) architecture.
result DGNN produces accurate forecasts up to 21 days.
Graph Neural Networks improve financial time series forecasting accuracy.
problem Forecasting univariate financial time series with statistical significance.
method Introducing the Time-Geometric model combining geometric and temporal patterns.
result Statistically significant improvements in forecasting accuracy through geometric patterns.
Graph auto-encoders improve financial clustering using news and stock data.
problem Improving clustering of financial entities using multiple data sources.
method Applying graph deep learning to a finance graph with news co-occurrence and stock price data.
result Dual data sources (news and stock price) improve clustering purity to 64% compared to 32% and 42% for single data sources.
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learningq-fin.RM
Proposes a motif-preserving Graph Neural Network for financial default prediction.
problem Weak connectivity and imbalance in motif patterns in graph-based models.
method MotifGNN with curriculum learning to capture higher-order topology structures.
result Significantly improved financial default prediction accuracy on public and industrial datasets.
GRTR framework uses graph regularization to improve financial forecasting.
problem High computational costs and economic domain knowledge loss in tensor models.
method Graph-Regularized Tensor Regression (GRTR) framework incorporating economic domain knowledge.
result Improved performance in multi-way financial forecasting with reduced computational costs.
SAMBA predicts stock returns efficiently using Mamba and graph neural networks.
problem Accurate stock price predictions for financial returns.
method SAMBA integrates Mamba architecture with graph neural networks to achieve near-linear computational complexity.
result SAMBA significantly outperforms state-of-the-art models in prediction accuracy.
Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocketq-fin.CP
DeepPocket uses graph convolutional reinforcement learning for better financial portfolio management.
problem Maximizing return on investment while managing risk in correlated financial assets.
method Graph convolutional reinforcement learning framework with feature extraction, local information collection, and actor-critic reinforcement learning.
result DeepPocket outperformed market indexes on five real-life datasets over three investment periods, including during the Covid-19 crisis.
The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify in graph-theoretical terms time …
Financial crime is a large and growing problem, in some way touching almost every financial institution. Financial institutions are the front line in the war against financial crime and accordingly, must devote substantial human and technology resources to this effort. Current processes to detect financial misconduct h…
Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by financial systems: market prediction represents an unsolved scientific challenge yet with crucial implications for soc…
ChatGPT enhances GNN for stock movement prediction.
problem Predicting stock movements using textual data.
method Integrates ChatGPT's graph inference into GNN for stock movement forecasting.
result Model outperforms state-of-the-art benchmarks in stock movement forecasting.
FLARKO uses LLMs, KGs, and KTO to generate profitable, behaviorally aligned financial recommendations.
problem Financial recommendation systems often fail to account for behavioral and regulatory factors.
method FLARKO integrates LLMs, KGs, and KTO to generate profitable and behaviorally aligned recommendations.
result FLARKO consistently outperforms state-of-the-art recommendation baselines on behavioral alignment and joint profitability.
Price graphs: Utilizing the structural information of financial time series for stock predictionq-fin.ST
Proposes a graph-based approach for better stock prediction.
problem Long-range dependencies and chaotic property in stock prediction.
method Transforms time series into graphs, extracting structural information to resolve issues.
result Obtains the best performance among state-of-the-art benchmarks and highest cumulative profits in trading simulations.
FinReflectKG -- MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidenceq-fin.CP
FinReflectKG benchmarks financial QA by linking relevant context from a financial KG, improving model performance and efficiency.
problem Efficiently retrieving and navigating relevant financial information across diverse sources and years.
method A benchmark built on a temporally indexed financial KG, generating QA pairs via pattern-specific prompts and quality control, evaluating retrieval scenarios.
result KG-guided retrieval yields substantial gains in correctness and token utilization, improving model performance by 24%.
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.
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.
Graph learning categorizes DeFi services into similar functionalities.
problem Identifying similar financial services in decentralized finance protocols.
method Graph representation learning (GRL) to categorize smart contract blocks into clusters.
result Purity of clustering reaches .888 in the best-case scenario.
Graph neural networks improve systemic risk measures for financial networks.
problem Computing systemic risk measures for graph-structured financial networks.
method Extended permutation equivariant neural networks (X-PENNs) for numerical approximation.
result Graph neural networks outperform other methods in approximating optimal allocations.
Proposes a comprehensive framework for financial product lead recommendations using graph representation learning and link prediction.
problem Challenges in surface lead recommendations for financial products due to changing market scenarios and difficulty in capturing holder's mindset.
method Bi-partite graph representation of financial holders and funds, GraphSage model for learning representations, link prediction model for ranking recommendations.
result The proposed graph ML solution outperforms baseline by 42%, 22%, and 14% in hit rate for top-k recommendations (50, 100, 200) and 18%, 19%, and 18% on unseen holders.
Financial institutions use LSTM models to predict customer goals.
problem Predicting customer goals and actions in financial services.
method Used LSTM models with state-space graph embeddings on historical customer traces.
result Demonstrated the effectiveness of LSTM models in predicting customer goals and actions.
Trading strategy uses analyst coverage network to outperform markets.
problem Leveraging spillover effects between firms through analyst network.
method Graph attention network to aggregate firm and network signals.
result Annualized returns of 29.44% and Sharpe ratio of 4.06.
Generative Adversarial Graph Neural Network (Sig-Graph GAN) models financial time series data.
problem Challenges in generating synthetic data for non-stationary financial time series.
method Integrates time-series signature, LSTM, and GNNs with visibility graph algorithm.
result Sig-Graph GAN outperforms baseline methods in replicating time series data distributions.
Measures risk contagion in financial networks using CoVaR.
problem Assessing stability of complex financial systems.
method Financial network model with bipartite graph of institutions and assets, heavy-tailed distributions, copula models, CoVaR and ECI.
result Proposes the Extreme CoVaR Index (ECI) for capturing risk contagion strength.
This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.
problem Modeling financial time series with GNNs.
method EMD, CEEMDAN, graph transformations (natural visibility, horizontal visibility, recurrence, transition graphs), topological analysis.
result High-frequency IMFs yield dense, highly connected small-world graphs; low-frequency IMFs produce sparser networks.