Yan Ge

Yang Qiao, Yiping Xia, Xiang Li et al.

Stock selection is important for investors to construct profitable portfolios. Graph neural networks (GNNs) are increasingly attracting researchers for stock prediction due to their strong ability of relation modelling and generalisation. However, the existing GNN methods only focus on simple pairwise stock relation and do not capture complex higher-order structures modelling relations more than two nodes. In addition, they only consider factors of technical analysis and overlook factors of fundamental analysis that can affect the stock trend significantly. Motivated by them, we propose higher-order graph attention network with joint analysis (H-GAT). H-GAT is able to capture higher-order structures and jointly incorporate factors of fundamental analysis with factors of technical analysis. Specifically, the sequential layer of H-GAT take both types of factors as the input of a long-short term memory model. The relation embedding layer of H-GAT constructs a higher-order graph and learn node embedding with GAT. We then predict the ranks of stock return. Extensive experiments demonstrate the superiority of our H-GAT method on the profitability test and Sharp ratio over both NSDAQ and NYSE datasets

Yan Ge, Jun Ma, Li Zhang et al.

Higher-order proximity (HOP) is fundamental for most network embedding methods due to its significant effects on the quality of node embedding and performance on downstream network analysis tasks. Most existing HOP definitions are based on either homophily to place close and highly interconnected nodes tightly in embedding space or heterophily to place distant but structurally similar nodes together after embedding. In real-world networks, both can co-exist, and thus considering only one could limit the prediction performance and interpretability. However, there is no general and universal solution that takes both into consideration. In this paper, we propose such a simple yet powerful framework called homophily and heterophliy preserving network transformation (H2NT) to capture HOP that flexibly unifies homophily and heterophily. Specifically, H2NT utilises motif representations to transform a network into a new network with a hybrid assumption via micro-level and macro-level walk paths. H2NT can be used as an enhancer to be integrated with any existing network embedding methods without requiring any changes to latter methods. Because H2NT can sparsify networks with motif structures, it can also improve the computational efficiency of existing network embedding methods when integrated. We conduct experiments on node classification, structural role classification and motif prediction to show the superior prediction performance and computational efficiency over state-of-the-art methods. In particular, DeepWalk-based H2 NT achieves 24% improvement in terms of precision on motif prediction, while reducing 46% computational time compared to the original DeepWalk.

Li Zhang, Yan Ge, Haiping Lu

Graph Neural Networks (GNNs) are widely used in graph representation learning. However, most GNN methods are designed for either homogeneous or heterogeneous graphs. In this paper, we propose a new model, Hop-Hop Relation-aware Graph Neural Network (HHR-GNN), to unify representation learning for these two types of graphs. HHR-GNN learns a personalized receptive field for each node by leveraging knowledge graph embedding to learn relation scores between the central node's representations at different hops. In neighborhood aggregation, our model simultaneously allows for hop-aware projection and aggregation. This mechanism enables the central node to learn a hop-wise neighborhood mixing that can be applied to both homogeneous and heterogeneous graphs. Experimental results on five benchmarks show the competitive performance of our model compared to state-of-the-art GNNs, e.g., up to 13K faster in terms of time cost per training epoch on large heterogeneous graphs.