Key papers

• Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs (2026)
  Kabir Murjani
  1.89
• A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting (2026)
  Jing Liu et al.
  1.72
• LineMVGNN: Anti-Money Laundering with Line-Graph-Assisted Multi-View Graph Neural Networks (2026)
  Chung-Hoo Poon et al.
  1.72
• Instruction Finetuning LLaMA-3-8B Model Using LoRA for Financial Named Entity Recognition (2026)
  Zhiming Lian
  1.61
• Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling (2025)
  Agust\'in M. de los Riscos et al.
  1.56
• FinReflectKG -- MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidence (2025)
  Abhinav Arun et al.
  1.44
• FinReflectKG -- EvalBench: Benchmarking Financial KG with Multi-Dimensional Evaluation (2025)
  Fabrizio Dimino et al.
  1.44
• From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions (2025)
  Yun Lin et al.
  1.39
• CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market (2025)
  Dixon Domfeh and Saeid Safarveisi
  1.33
• Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation (2025)
  Ashraf Ghiye et al.
  1.06
• Sentiment Correlation in Financial News Networks and Associated Market Movements (2020)
  Xingchen Wan et al.
  —
• Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket (2021)
  Farzan Soleymani et al.
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• Fund2Vec: Mutual Funds Similarity using Graph Learning (2021)
  Vipul Satone et al.
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• Forecasting Financial Market Structure from Network Features using Machine Learning (2021)
  Douglas Castilho et al.
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• Multivariate Realized Volatility Forecasting with Graph Neural Network (2021)
  Qinkai Chen et al.
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• Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series (2022)
  Yuanrong Wang et al.
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• Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling (2022)
  Yao Lei Xu et al.
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• Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study (2022)
  Sara Salamat et al.
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• Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM (2023)
  Chang Liu
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• ChatGPT Informed Graph Neural Network for Stock Movement Prediction (2023)
  Zihan Chen et al.
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• Company2Vec -- German Company Embeddings based on Corporate Websites (2023)
  Christopher Gerling
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• DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models (2024)
  Divyanshu Daiya et al.
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• GraphCNNpred: A stock market indices prediction using a Graph based deep learning system (2024)
  Yuhui Jin
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• Unified continuous-time q-learning for mean-field game and mean-field control problems (2024)
  Xiaoli Wei et al.
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• Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction (2024)
  Ali Mehrabian et al.
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• Computing Systemic Risk Measures with Graph Neural Networks (2024)
  Lukas Gonon et al.
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• Modeling News Interactions and Influence for Financial Market Prediction (2024)
  Mengyu Wang et al.
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• MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU (2024)
  Peng Zhu et al.
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• GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network (2024)
  Yonggai Zhuang et al.
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• Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations (2024)
  Yunhua Pei et al.
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• Stock Type Prediction Model Based on Hierarchical Graph Neural Network (2024)
  Jianhua Yao et al.
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