arXiv Statistics ML

How Much Graph Is Too Much? Graph Construction and Exposure in Spatio-Temporal Forecasting

arXiv Machine Learning
Jul 17

What Do Temporal Graph Learning Models Learn?

arXiv:2510. 09416v4 Announce Type: replace Abstract: Learning on temporal graphs has become a central topic in graph representation learning, with numerous benchmarks indicating the strong performance of state-of-the-art models.

By Abigail J. Hayes, Tobias Schumacher, Markus Strohmaier
arXiv AI
5d ago

A Diagnostic Protocol for GNNs in Electricity Load Forecasting: Separating Parameter Sharing from Neighborhood Access

The paper introduces a diagnostic protocol to disentangle the contributions of parameter sharing and neighborhood access in graph neural networks (GNNs) for electricity load forecasting. By comparing a GNN to three reference models—per-node, shared-parameter without neighbors, and the same GNN without edges—the study evaluates the impact of graph structure across datasets from France, UK feeders, and client consumption series. Results show that parameter sharing often accounts for most of the performance gain, while edges contribute less and can be diminished by degree-preserving rewiring.

By Eloi Campagne (CB), Yvenn Amara-Ouali (LMO), Yannig Goude (LMO), Itai Zehavi (CB), Argyris Kalogeratos (CB)
arXiv Machine Learning
Aug 28

Graph-Based Modeling of Financial Volatility Dynamics

The paper introduces the Finance‑Aware Graph Spatio‑Temporal Network (FA‑GSTN) for forecasting realized volatility by treating the implied volatility surface as a dynamic graph. Nodes represent grid points on the surface, with edges capturing adaptive intra‑day spatial and explicit inter‑day temporal relationships, while finance‑aware node features (e.g., option Greeks) and a multi‑scale temporal smoothing gate address high‑frequency noise. Experiments on a large equity options dataset show FA‑GSTN achieves state‑of‑the‑art predictive accuracy (R² up to 0.473) and outperforms Vision Transformer baselines even with only one year of training data, demonstrating robustness during market stress.

By Chuanzhen Wang, Alice Zhang, Wei Chen, Michael Brown
Hugging Face Trending Papers
Aug 7

When GNNs Fail: Quantifying and Overcoming Temporal Correlation Volatility in Time Series

Modeling multivariate time series by representing them as graphs, where individual series act as nodes and pairwise temporal corre- lations serve as edges, has gained significant traction. Recent advances in Graph Neural Networks (GNNs) have demonstrated strong perfor- mance by assuming a static graph topology and aggregating information from neighboring series.