Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction.
Sheng XiangDawei ChengChencheng ShangYing ZhangYuqi LiangPublished in: CoRR (2023)
Keyphrases
- neural network
- neural network model
- artificial neural networks
- recurrent neural networks
- multivariate time series
- prediction model
- temporal information
- spatio temporal
- graph representation
- back propagation
- decision making
- neuro fuzzy
- pattern recognition
- spatial and temporal
- graph mining
- risk management
- temporal data
- mackey glass
- random walk
- network architecture
- temporal constraints
- graph structure
- bipartite graph
- graph theory
- feed forward
- radial basis function
- connected components
- temporal databases
- graph model
- temporal reasoning
- non stationary
- structured data
- graph databases
- undirected graph
- multi layer perceptron
- financial markets
- temporal relations
- directed graph
- financial services