Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
Fuente:
arXiv
Guardado en:
| Autores principales: | Kim, Yejin, Lee, Youngbin, Choe, Minyoung, Oh, Sungju, Lee, Yongjae |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
por: Lee, Youngbin, et al.
Publicado: (2024)
por: Lee, Youngbin, et al.
Publicado: (2024)
CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
por: Duan, Yifan, et al.
Publicado: (2024)
por: Duan, Yifan, et al.
Publicado: (2024)
TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
por: Yan, Wenbo, et al.
Publicado: (2024)
por: Yan, Wenbo, et al.
Publicado: (2024)
A Temporal Graph Network Framework for Dynamic Recommendation
por: Kim, Yejin, et al.
Publicado: (2024)
por: Kim, Yejin, et al.
Publicado: (2024)
Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
por: Wang, Shiqi, et al.
Publicado: (2025)
por: Wang, Shiqi, et al.
Publicado: (2025)
Graph Neural Networks for Financial Fraud Detection: A Review
por: Cheng, Dawei, et al.
Publicado: (2024)
por: Cheng, Dawei, et al.
Publicado: (2024)
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
por: Ao, Xiang, et al.
Publicado: (2026)
por: Ao, Xiang, et al.
Publicado: (2026)
Evaluating Financial Relational Graphs: Interpretation Before Prediction
por: Niu, Yingjie, et al.
Publicado: (2024)
por: Niu, Yingjie, et al.
Publicado: (2024)
Year-over-Year Developments in Financial Fraud Detection via Deep Learning: A Systematic Literature Review
por: Chen, Yisong, et al.
Publicado: (2025)
por: Chen, Yisong, et al.
Publicado: (2025)
Reasoning on Time-Series for Financial Technical Analysis
por: Koa, Kelvin J. L., et al.
Publicado: (2025)
por: Koa, Kelvin J. L., et al.
Publicado: (2025)
Kronos: A Foundation Model for the Language of Financial Markets
por: Shi, Yu, et al.
Publicado: (2025)
por: Shi, Yu, et al.
Publicado: (2025)
Multi-period Learning for Financial Time Series Forecasting
por: Zhang, Xu, et al.
Publicado: (2025)
por: Zhang, Xu, et al.
Publicado: (2025)
Volatility Forecasting in Global Financial Markets Using TimeMixer
por: Li, Alex
Publicado: (2024)
por: Li, Alex
Publicado: (2024)
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
por: Kim, Juhyeong, et al.
Publicado: (2025)
por: Kim, Juhyeong, et al.
Publicado: (2025)
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction
por: Niu, Yingjie, et al.
Publicado: (2025)
por: Niu, Yingjie, et al.
Publicado: (2025)
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
por: Ding, Xueying, et al.
Publicado: (2025)
por: Ding, Xueying, et al.
Publicado: (2025)
Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis
por: Sonani, Meet Satishbhai, et al.
Publicado: (2025)
por: Sonani, Meet Satishbhai, et al.
Publicado: (2025)
Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships
por: Amirzadeh, Rasoul, et al.
Publicado: (2023)
por: Amirzadeh, Rasoul, et al.
Publicado: (2023)
Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
por: Tondapu, Narayan
Publicado: (2024)
por: Tondapu, Narayan
Publicado: (2024)
Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
por: Kumar, Anoop, et al.
Publicado: (2024)
por: Kumar, Anoop, et al.
Publicado: (2024)
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
por: Duan, Yitong, et al.
Publicado: (2025)
por: Duan, Yitong, et al.
Publicado: (2025)
Deep Learning Models Meet Financial Data Modalities
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
por: Yi, Mingxuan, et al.
Publicado: (2026)
por: Yi, Mingxuan, et al.
Publicado: (2026)
Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
por: Zhang, Xin, et al.
Publicado: (2024)
por: Zhang, Xin, et al.
Publicado: (2024)
Temporal distribution of clusters of investors and their application in prediction with expert advice
por: Wisniewski, Wojciech, et al.
Publicado: (2024)
por: Wisniewski, Wojciech, et al.
Publicado: (2024)
Explainable Heterogeneous Anomaly Detection in Financial Networks via Adaptive Expert Routing
por: Li, Zan, et al.
Publicado: (2025)
por: Li, Zan, et al.
Publicado: (2025)
Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
por: Liao, Pei-Jun, et al.
Publicado: (2026)
por: Liao, Pei-Jun, et al.
Publicado: (2026)
Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations
por: Nguyen, Linh, et al.
Publicado: (2025)
por: Nguyen, Linh, et al.
Publicado: (2025)
Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks
por: Niro, Alessandro, et al.
Publicado: (2024)
por: Niro, Alessandro, et al.
Publicado: (2024)
Financial Anomaly Detection for the Canadian Market
por: Caputi, Luigi, et al.
Publicado: (2026)
por: Caputi, Luigi, et al.
Publicado: (2026)
Graph Neural Network for Cerebral Blood Flow Prediction With Clinical Datasets
por: Kim, Seungyeon, et al.
Publicado: (2024)
por: Kim, Seungyeon, et al.
Publicado: (2024)
DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
por: Gao, Yuan, et al.
Publicado: (2024)
por: Gao, Yuan, et al.
Publicado: (2024)
A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
por: Pei, Zhiyuan, et al.
Publicado: (2024)
por: Pei, Zhiyuan, et al.
Publicado: (2024)
Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
por: Tumpa, Shamima Nasrin, et al.
Publicado: (2024)
por: Tumpa, Shamima Nasrin, et al.
Publicado: (2024)
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
por: Li, Chufeng, et al.
Publicado: (2024)
por: Li, Chufeng, et al.
Publicado: (2024)
Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
por: Phan, John, et al.
Publicado: (2024)
por: Phan, John, et al.
Publicado: (2024)
Utilizing the LightGBM Algorithm for Operator User Credit Assessment Research
por: Li, Shaojie, et al.
Publicado: (2024)
por: Li, Shaojie, et al.
Publicado: (2024)
Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
por: Tondapu, Narayan
Publicado: (2024)
por: Tondapu, Narayan
Publicado: (2024)
Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
por: Huang, Chengyue, et al.
Publicado: (2024)
por: Huang, Chengyue, et al.
Publicado: (2024)
CatNet: Controlling the False Discovery Rate in LSTM with SHAP Feature Importance and Gaussian Mirrors
por: Han, Jiaan, et al.
Publicado: (2024)
por: Han, Jiaan, et al.
Publicado: (2024)
Ejemplares similares
-
Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
por: Lee, Youngbin, et al.
Publicado: (2024) -
CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
por: Duan, Yifan, et al.
Publicado: (2024) -
TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
por: Yan, Wenbo, et al.
Publicado: (2024) -
A Temporal Graph Network Framework for Dynamic Recommendation
por: Kim, Yejin, et al.
Publicado: (2024) -
Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
por: Wang, Shiqi, et al.
Publicado: (2025)