Yuanrong Wang, Tomaso Aste. Network Filtering of Spatial-temporal GNN for Multivariate Time-series Prediction. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 463-470, ACM, 2022. [doi]
Abstract is missing.