arXiv:2606. 24509v1 Announce Type: cross Abstract: Due to the wide use of graph-structured data in different fields of industry and science, the development of Graph Foundation Models (GFMs) has recently attracted a lot of attention.
By Oleg Platonov, Gleb Bazhenov, Dmitry Eremeev, Liudmila Prokhorenkova
arXiv:2606. 10249v1 Announce Type: new Abstract: We examine whether graph neural network (GNN) design rules generalize across benchmark families by studying aggregator selection (sum, mean, max) on 24 node-classification datasets spanning citation, heterophilic, LINKX Facebook-100, co-purchase, and co-authorship graphs.
By Neha Sharma, Ritesh Sharma
arXiv:2607. 12067v1 Announce Type: new Abstract: Institutional equity holdings disclosed in SEC Form 13F filings provide a rich temporal record of portfolio decisions by large investment managers.
By Emad Izadifar, Zahed Rahmati
arXiv:2606. 29773v1 Announce Type: new Abstract: Graphs are widely used to model relational systems, with applications in domains such as social networks, finance, and biomedicine.
By Haoxin Sun, Yiqing Lin, Yajun Huang, Chenhui Dong, Mingjun Li, Zhongzhi Zhang
arXiv:2607. 17668v1 Announce Type: cross Abstract: Unsupervised Graph Domain Adaptation (UGDA) aims to facilitate knowledge transfer from a labeled source graph to an unlabeled target graph by mitigating cross-domain distribution shifts.
By Ridong Han, Yawen Shen, Zhongnian Li, Tongfeng Sun, Xinzheng Xu, Abdulmotaleb El Saddik
arXiv:2607. 26859v1 Announce Type: cross Abstract: The monitoring of business conduct risk is hindered by sparse, uneven, and visibility-biased data.
By Tsuyoshi Iwata, Johannes Laurmaa, Ryohei Hisano
arXiv:2607. 19385v1 Announce Type: new Abstract: This paper tackles the problem of stock ranking and portfolio construction under realistic investment settings by jointly modeling temporal dynamics and cross-sectional dependencies.
By Haoran Guo, Yutong Lu, Li Zhang
arXiv:2606. 28933v1 Announce Type: cross Abstract: Venture capital (VC) investment decisions face distinct challenges, such as multi-source heterogeneous data, non-stationary time series, and the demand for explainable predictions in high-stakes, low-data settings.
By Junyan Tan, Yifan Li, Minghao Wang, Zihan Chen, Haoyu Zhang
arXiv:2605. 15511v2 Announce Type: replace Abstract: Graph Neural Networks (GNNs) have become the dominant framework for inductive graph-level learning.
By Louisa Cornelis, Johan Mathe, Louis Van Langendonck, Guillermo Bern\'ardez, Nina Miolane
arXiv:2607. 10131v1 Announce Type: cross Abstract: Money laundering threatens financial stability and exposes institutions to penalties, motivating automated detection.
By Lidia Losavio, Francesco Sovrano, Dario Fenoglio, Martin Gjoreski, Marc Langheinrich
arXiv:2608. 15177v1 Announce Type: cross Abstract: The increasing complexity of digital financial systems has reshaped financial fraud detection from isolated transaction classification into relational risk reasoning over interconnected financial entities.
By Yixuan Chen, Hongyu Zhan, Jie Sheng, Weiyu Han, Shuai Chen, Tianyi Zhang, Xiao Tan, Jun Xia
arXiv:2606. 27202v1 Announce Type: new Abstract: Graph neural networks have moved from a niche representation-learning technique to the default model class wherever data carry relational structure.
By Abderaouf Bahi