DynGraphTrans: Dynamic Graph Embedding via Modified Universal Transformer Networks for Financial Transaction Data

Author(s):  
Shilei Zhang ◽  
Toyotaro Suzumura ◽  
Li Zhang
2021 ◽  
Author(s):  
Scott Baker ◽  
Lorenz Kueng

2023 ◽  
Vol 55 (1) ◽  
pp. 1-37
Author(s):  
Claudio D. T. Barros ◽  
Matheus R. F. Mendonça ◽  
Alex B. Vieira ◽  
Artur Ziviani

Embedding static graphs in low-dimensional vector spaces plays a key role in network analytics and inference, supporting applications like node classification, link prediction, and graph visualization. However, many real-world networks present dynamic behavior, including topological evolution, feature evolution, and diffusion. Therefore, several methods for embedding dynamic graphs have been proposed to learn network representations over time, facing novel challenges, such as time-domain modeling, temporal features to be captured, and the temporal granularity to be embedded. In this survey, we overview dynamic graph embedding, discussing its fundamentals and the recent advances developed so far. We introduce the formal definition of dynamic graph embedding, focusing on the problem setting and introducing a novel taxonomy for dynamic graph embedding input and output. We further explore different dynamic behaviors that may be encompassed by embeddings, classifying by topological evolution, feature evolution, and processes on networks. Afterward, we describe existing techniques and propose a taxonomy for dynamic graph embedding techniques based on algorithmic approaches, from matrix and tensor factorization to deep learning, random walks, and temporal point processes. We also elucidate main applications, including dynamic link prediction, anomaly detection, and diffusion prediction, and we further state some promising research directions in the area.


2014 ◽  
Vol 104 (1) ◽  
pp. 224-251 ◽  
Author(s):  
Marco Cipriani ◽  
Antonio Guarino

We develop a new methodology to estimate herd behavior in financial markets. We build a model of informational herding that can be estimated with financial transaction data. In the model, rational herding arises because of information-event uncertainty. We estimate the model using data on a NYSE stock (Ashland Inc.) during 1995. Herding occurs often and is particularly pervasive on some days. On average, the proportion of herd buyers is 2 percent; that of herd sellers is 4 percent. Herding also causes important informational inefficiencies in the market, amounting, on average, to 4 percent of the asset's expected value. (JEL C58, D82, D83, G12, G14)


Author(s):  
Sujit Rokka Chhetri ◽  
Mohammad Abdullah Al Faruque

2018 ◽  
Vol 9 (1) ◽  
pp. 1-26 ◽  
Author(s):  
Suppawong Tuarob ◽  
Ray Strong ◽  
Anca Chandra ◽  
Conrad S. Tucker

Author(s):  
Heather Barry Kappes ◽  
Joe J Gladstone ◽  
Hal E Hershfield

Abstract Spending is influenced by many factors. One that has received little attention is the meaning that people give to the act of spending. Spending money might imply that someone is relatively wealthy—since they have money to spend—or relatively poor—since spending can deplete assets. We show that people differ in the extent to which they believe that spending implies wealth (SIW beliefs). We develop a scale to measure these beliefs and find that people who more strongly believe that SIW spend their own money relatively lavishly and are, on average, more financially vulnerable. We find correlational evidence for these relationships using objective financial-transaction data, including over 2 million transaction records from the bank accounts of over 2,000 users of a money management app, as well as self-reported financial well-being. We also find experimental evidence by manipulating SIW beliefs and observing causal effects on spending intentions. These results show how underlying beliefs about the link between spending and wealth play a role in consumption decisions, and point to beliefs about the meaning of spending as a fruitful direction for further research.


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