Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction.
Sheng XiangDawei ChengChencheng ShangYing ZhangYuqi LiangPublished in: CIKM (2022)
Keyphrases
- neural network
- neural network model
- artificial neural networks
- recurrent neural networks
- spatio temporal
- prediction model
- graph representation
- multivariate time series
- back propagation
- non stationary
- graph structure
- spatial and temporal
- random walk
- fuzzy logic
- temporal information
- temporal constraints
- temporal data
- stock market
- multi layer perceptron
- graph mining
- bipartite graph
- chaotic time series
- mackey glass
- neural nets
- graph theory
- directed graph
- genetic algorithm
- decision making
- feed forward neural networks
- graph theoretic
- spanning tree
- network architecture
- graph model
- temporal reasoning
- neuro fuzzy
- temporal patterns
- weighted graph
- graph databases
- multilayer perceptron
- activation function
- financial markets
- fault diagnosis
- neural network is trained