mlsanityData to 7 Oct 2026

MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning

arXiv 2401.14199 ↗First posted 25 Jan 2024cs.LG econ.GN q-fin.ECcited by 2

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Abstract (arXiv)

In this study, we explore the synergy of deep learning and financial market applications, focusing on pair trading. This market-neutral strategy is integral to quantitative finance and is apt for advanced deep-learning techniques. A pivotal challenge in pair trading is discerning temporal correlations among entities, necessitating the integration of diverse data modalities. Addressing this, we introduce a novel framework, Multi-modal Temporal Relation Graph Learning (MTRGL). MTRGL combines time series data and discrete features into a temporal graph and employs a memory-based temporal graph neural network. This approach reframes temporal correlation identification as a temporal graph link prediction task, which has shown empirical success. Our experiments on real-world datasets confirm the superior performance of MTRGL, emphasizing its promise in refining automated pair trading strategies.

Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 12 of its 24 references that are in the map. First posted on arXiv 25 Jan 2024.

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12 of 24 references.

References · 12

  1. 2014Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translationcited by 4,016
  2. 2020Temporal Graph Networks for Deep Learning on Dynamic Graphscited by 521
  3. 2020Inductive Representation Learning on Temporal Graphscited by 454
  4. 2019Predicting Dynamic Embedding Trajectory in Temporal Interaction Networkscited by 443
  5. 2021Graph Learning: A Surveycited by 140
  6. 2023Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Modelscited by 125
  7. 2022Towards Better Evaluation for Dynamic Link Predictioncited by 120
  8. 2020Deep Learning for Financial Applications : A Surveycited by 90
  9. 2021Privacy-Preserving Machine Learning with Fully Homomorphic Encryption for Deep Neural Networkcited by 57
  10. 2023ChatGPT and a New Academic Reality: Artificial Intelligence-Written Research Papers and the Ethics of the Large Language Models in Scholarly Publishingcited by 51
  11. 2023ChatGPT Informed Graph Neural Network for Stock Movement Predictioncited by 41
  12. 2023TIGER: Temporal Interaction Graph Embedding with Restartscited by 17

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Citing papers per year: 2024: 1; 2025: 1.

2 papers.

  1. 2025How Can Time Series Analysis Benefit From Multiple Modalities? A Survey and Outlookcited by 20
  2. 2024Temporal-Aware Evaluation and Learning for Temporal Graph Neural Networkscited by 5