作者
Pin Ni, QiAo Yuan, Raad Khraishi, Ramin Okhrati, Aldo Lipani, Francesca Medda
发表日期
2022
研讨会论文
2022 3rd ACM International Conference on AI in Finance (ICAIF'22)
简介
Given their strong performance on a variety of graph learning tasks, Graph Neural Networks (GNNs) are increasingly used to model financial networks. Traditional GNNs, however, are not able to capture higher-order topological information, and their performance is known to degrade with the presence of negative edges that may arise in many common financial applications. Considering the rich semantic inference of negative edges, excluding them as an obvious solution is not elegant. Alternatively, another basic approach is to apply positive normalization, however, this also may lead to information loss. Our work proposes a simple yet effective solution to overcome these two challenges by employing the eigenvectors with top-k largest eigenvalues of the raw adjacency matrix for pre-embeddings. These pre-embeddings contain high-order topological knowledge together with the information on negative edges …
引用总数
学术搜索中的文章
P Ni, Q Yuan, R Khraishi, R Okhrati, A Lipani, F Medda - Proceedings of the Third ACM International …, 2022