Temporal Graph Neural Networks (TGNNs) lay emphasis on capturing node interactions over time but often overlook evolution in node classes and dynamic data distributions triggered by the continuous emergence of new class labels, known as the open-set problem. This problem poses challenges for existing TGNNs in preserving learned classes while rapidly adapting to new, unseen classes. To address this, this paper identifies two primary factors affecting model performance on the open temporal graph, backed by a theoretical guarantee: (1) the forgetting of prior knowledge and (2) distribution discrepancies between successive tasks. Building on these insights, we propose N-ForGOT, which incorporates two plug-in modules into TGNNs to preserve prior knowledge and enhance model generalizability for new classes simultaneously. The first module preserves previously established inter-class connectivity and decision boundaries during the training of new classes to mitigate the forgetting caused by temporal evolutions of class characteristics. The second module introduces an efficient method for measuring distribution discrepancies with designed temporal Weisfeiler-Lehman subtree patterns, effectively addressing both structural and temporal shifts while reducing time complexity. Experimental results on four public datasets demonstrate that our method significantly outperforms state-of-the-art approaches in prediction accuracy, prevention of forgetting, and generalizability.

In recent years, domain-specific knowledge bases (KBs) have attracted more attention in academics and industry because of their expertise and in-depth representation in a specific domain. However, when constructing a domain-specific KB, one needs to address not only the challenges in constructing a general KB, but also the difficulties raised by the nature of domain-specific raw data. Considering the usability of financial Knowledge Bases (KBs) in many downstream applications, such as financial risk analysis and fraud detection, we aim to build a Temporal Financial KB. However, the complex, time-varying financial knowledge and the volatile financial market evolution make construction quite challenging. Thus, we propose a Platform for Temporal Financial KB Construction, T-FinKB Platform1. This platform consists of three fundamental modules, i.e., evolved knowledge extraction module, temporal record linkage and conflicts resolution module, and dynamic knowledge update module designed for financial knowledge. Generated temporal financial KBs (T-FinKBs) from T-FinKB Platform can be updated automatically. T-FinKB has been successfully applied to a downstream application, stock trend prediction with backtesting evaluation. In addition, T-FinKB Platform provides several APIs for visualization, queries and analytics.