arXiv:2607. 06719v1 Announce Type: cross Abstract: This paper introduces a graph-theoretic approach for predicting market regimes in foreign exchange (FX) currency prices.
arXiv:2606. 25811v1 Announce Type: cross Abstract: Commodity futures can be represented hierarchically, with underlying assets at the upper level and individual futures contracts at the lower level.
arXiv:2510. 17088v3 Announce Type: replace-cross Abstract: Financial anomalies arise from heterogeneous mechanisms - price shocks, liquidity freezes, contagion cascades, and momentum reversals - yet existing detectors produce uniform anomaly scores without revealing which mechanism is failing or where risks concentrate.
arXiv:2607. 14416v1 Announce Type: new Abstract: The interconnected nature of global financial systems makes them vulnerable to systemic risks, where the failure of a few institutions can trigger catastrophic cascading defaults.
arXiv:2605. 26290v2 Announce Type: replace Abstract: Temporal signed networks (TSNs) model the time evolution of cooperative and adversarial relationships that arise in applications such as social media analysis, trust and reputation systems, and financial transaction networks.
arXiv:2606. 27863v1 Announce Type: cross Abstract: Demand forecasting at the bottom of a retail hierarchy requires predicting tens of thousands of correlated long-horizon series across products, stores, and regions.
arXiv:2512. 02436v2 Announce Type: replace Abstract: Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation with overlapping questions, implicit equivalences, and hidden contradictions across markets.
arXiv:2607. 05179v1 Announce Type: cross Abstract: In liberalised railway systems, operators must set prices dynamically in an environment with partial observability, as they retain private information about their objectives and performance, where regulatory constraints prohibit communication or direct information exchange between competitors to prevent explicit collusion.
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.
arXiv:2606. 08303v1 Announce Type: new Abstract: This paper investigates a novel concept of time series geolocalization, where the goal is to infer the geographic origin of each raw time series.
arXiv:2606. 05116v1 Announce Type: new Abstract: We introduce the Graph Set Transformer (GST), a neural network architecture for learning on sets of graphs, designed for tasks in which per-element predictions depend on set-wide context as well as local structure.
arXiv:2509. 09474v2 Announce Type: replace Abstract: We address the task of temporal knowledge graph forecasting with an inherently interpretable method based on symbolic rules.
arXiv:2606. 13024v1 Announce Type: cross Abstract: Granger Causal Discovery (GCD) is fundamental for analyzing temporal dependencies in complex systems.