4 accepted papers
Existing graph neural networks typically rely on heuristic choices for hidden dimensions and propagation depths, which often lead to severe information loss during propagation, known as over-squashing. To address this issue, we propose Channel Capacity Constrained Estimation (C³E), a novel framework
Irregular multivariate time series pose a fundamental trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often rely on sequential numerical solvers that are prone to drift. To bridge this gap, we present the Latent La…
Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed at predicting the future movements of multiple stocks. Initi…
In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are posted to the public limit order book (LOB). Therefore, LOB data is extremely valuable for modelling market dynamics. However…