Illegal related-party transactions (RPT) are federal felonies that pose a severe threat to the stability and integrity of modern financial systems. The increasing frequency of RPTs forms complex and dynamic networks. Existing temporal graph learning methods tend to treat entities as functionally homogeneous, ignoring the diverse and evolving structural roles of nodes. Role-based embedding methods model global structure by bridging same-role nodes, but their reliance on a unified mechanism for aggregation and evolution means they fail to distinguish the underlying logic of distinct interactions governed by structural roles. The limitations motivate us to develop a customized role-based strategy. It can also adapt to evolving RPT dynamics, thereby forming a continuous regulatory process to combat illegal activities. In this paper, we propose an innovative Role Perceptual Augmented Temporal Graph Network (RPATGN) for proactive RPT detection. We analyze the structural roles of nodes and employ a role-based message passing mechanism that adapts its aggregation strategy based on the roles of interacting nodes. We integrate a variational graph recurrent neural network, enhanced by temporal contextual attention, to explicitly model the dynamics of the roles and the overall network evolution. Extensive experiments on real-world financial datasets demonstrate the effectiveness of our approach for RPT detection. It holds practical significance for fostering robust financial systems and promoting healthy, transparent financial markets.

Graph Neural Networks (GNNs) have achieved notable success in a wide range of applications. However, their vulnerability to adversarial attacks, particularly graph injection attacks (GIAs), raises serious concerns for their deployment in security-sensitive domains. Existing GIA methods, despite their demonstrated effectiveness, face several inherent limitations. They typically require training surrogate models to approximate the victim model's behavior, which may lead to performance degradation when the surrogate mismatches the target model. Furthermore, the discrete nature of graph data poses challenges for generating effective adversarial features, often resulting in suboptimal solutions. Most critically, these methods show markedly reduced effectiveness when deployed against defended GNN models, limiting real-world applicability. To address these challenges, we introduce SoftHist, a novel gradient-free reinforcement learning framework for black-box graph injection attacks. Our approach incorporates a softened embedding mechanism to avoid suboptimal feature generation, ensuring stable and stealthy node injection. Moreover, we design a topology-aware edge sampler and a defense-aware policy learner with adaptive history reuse optimized for misclassification maximization. These innovations collectively balance attack effectiveness, stealthiness, and robustness against defensive measures. Extensive experiments on eight benchmark datasets demonstrate SoftHist's significant advantages in key scenarios: (1) On discrete-feature datasets like AMComputer, the misclassification rate is 10.34%~38.09% higher than baseline methods; (2) Against defensive models such as RGCN, it maintains 98.23% success rate, surpassing state-of-the-art methods by 12.36%.

Accurate enterprise power consumption forecasting is not only a core component of optimized green energy management but also a key support for promoting the coordinated development of a sustainable society and the digital economy. The temporal fluctuations in power consumption reflect an enterprise's production activity and operational resilience, while credit assessment combined with Web data reveals a two-way coupling relationship between it and energy use: credit changes influence financing and power consumption strategies, while energy anomalies may become early signals of credit risk. However, existing methods still have shortcomings in modeling the co-evolution of Web data and power data. Most models only focus on static or unidirectional correlations, making it difficult to capture the dynamic feedback between credit risk and power consumption; traditional multi-task learning frameworks often rely on parameter sharing or simple attention mechanisms, lacking consistency constraints across time scales and network structures. To address this, this paper proposes CPDGL, a credit-electricity co-evolution framework based on dynamic graph learning, which simultaneously performs power forecasting and credit risk assessment within a unified multi-task system. Its co-evolution path interaction module explicitly models the feedback loop between credit dynamics and power behavior, learning bidirectional causal relationships through an adaptive influence matrix; the semantic path aggregation module integrates static and dynamic features, strengthening cross-modal expression and global reasoning capabilities. Large-scale experiments conducted in a real-world enterprise environment of one of the world's largest power suppliers demonstrate that CPDGL achieves state-of-the-art performance in both power forecasting and credit assessment tasks. The results validate its broad applicability in multi-source Web data fusion scenarios, significantly improving forecasting accuracy and dispatch efficiency in clean energy management, and showcasing practical value and social impact in smart cities and sustainable development.

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). However, real-world time series often show different patterns at different scales, and future changes are shaped by the interplay of these overlapping scales, requiring high-capacity models. While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and tend to overfit. Conversely, MLP-based methods offer computational efficiency and adeptness in modeling temporal dynamics, but they struggle with capturing temporal patterns with complex scales effectively. Based on the observation of multi-scale entanglement effect in time series, we propose a novel MLP-based Adaptive Multi-Scale Decomposition (AMD) framework for TSF. Our framework decomposes time series into distinct temporal patterns at multiple scales, leveraging the Multi-Scale Decomposable Mixing (MDM) block to dissect and aggregate these patterns. Complemented by the Dual Dependency Interaction (DDI) block and the Adaptive Multi-predictor Synthesis (AMS) block, our approach effectively models both temporal and channel dependencies and utilizes autocorrelation to refine multi-scale data integration. Comprehensive experiments demonstrate our AMD framework not only overcomes the limitations of existing methods but also consistently achieves state-of-the-art performance across various datasets.

Accurately predicting real estate enterprise risk is crucial for the national economy. Although some initial works have been made on this topic such as Z-score, support vector machines, and logistic regression, there remains a gap in comprehensive models that can effectively capture the dynamic risk fluctuations from real estate-specific data. As such, a novel prediction model called HRAGRU is proposed for real estate enterprises to forecast potential risk through multimodal data including news reports, policy updates, and stock information in this paper. We first extract the semantic information from news text by using a BERT model optimized for high-target semantic density. Then we investigate the relationships among various data types through a graph neural network (GNN) model with randomly masked edges or nodes. Finally, we establish an improved gated recurrent unit (GRU) model to capture the interactions between new and historical data. The effectiveness of the proposed HRAGRU model is validated using data from A-share and Hong Kong-listed real estate companies, demonstrating its superior performance in forecasting corporate risk indices. Our sources are released at https://github.com/maxiaoyan290/HRAGRU

Financial time series prediction is an important and challenging data mining task for quantitative investment. The inherent non-linearity, high noise, and susceptibility to various factors, such as macroeconomic conditions and market sentiment in the stock market, increase the difficulty of prediction. Existing financial industries mainly employ time series models or fundamental analysis methods for prediction. However, these methods fail to effectively capture the complex interrelationships between equity. In recent years, graph neural networks (GNNs), due to their powerful relational modeling capabilities, have been applied to stock prediction. However, with the advances of recent digital power, such as widely-used high-frequency trading techniques, existing graph-based methods still have shortcomings in effectively learning multi-granularity temporal relations as they cannot effectively learn the patterns in different frequencies, e.g., minute-level, daily, weekly, etc. Therefore, in this paper, we propose a multi-granularity graph augmented learning framework for interrelated financial time series forecasting. We first construct a temporal return relationship graph with multi-granularity financial time series, including weekly, daily, and minute-level, to comprehensively capture the dynamic relations of equities, including both medium-term trends and short-term fluctuations. Then, to further augment the node relations, we devise an attentional graph augment module to improve the graph learning with fundamental data, which are jointly optimized in the prediction layer. We conduct extensive empirical studies on multiple datasets from both the Chinese and U.S. stock markets. The results demonstrate that our proposed model consistently outperforms existing baseline methods across four key financial metrics, including ARR, ASR, CR, and IR, thereby validating its effectiveness and superiority. The model has been applied and empirically tested in commercial-grade trading platforms, further demonstrating its efficiency and robustness in real-world trading environments.

Portfolio optimization is a significant concern in finance. Existing research on portfolio optimization fails to adequately learn from the long and short-term relationships among equities, which inevitably leads to suboptimal performance. In this paper, we propose a Dynamic Graph-based Deep Reinforcement Learning (DGDRL) for optimal portfolio decisions. We achieve this goal by devising two mechanisms for naturally modeling the financial market. Firstly, we utilize the static and dynamic graphs to represent the long and short-term relations, which are then naturally represented by the proposed multi-channel graph attention neural network. Secondly, compared with the traditional two-phase approach, forecasting equity's trend and then weighting them by combinatorial optimization, we naturally optimize the portfolio decisions, which could directly guide the model to converge to optimal rewards. Through extensive experiments on three real-world datasets, we have demonstrated that our method significantly outperforms state-of-the-art benchmark methods in portfolio management. Furthermore, the evaluation of the industrial trading system has shown the applicability of our model to real-world financial markets.

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://github.com/ZP1481616577/Baselines\_LSR-IGRU.

Multi-contextualized representations learning is vital for named entity recognition (NER), which is a fundamental task for effectively extracting structured information from unstructured text, and forming knowledge bases. This task is particularly challenging when dealing with Chinese text given the absence of evident word boundaries. Chinese word segmentation (CWS) can be leveraged to recognize word boundaries, but named entities often encompass multiple segmented words, making it crucial to use boundary information to correctly recognize and distinguish the relationships between these words. In this paper, we propose MCA-NER, a multi-contextualized adversarial-based attentional deep learning approach for Chinese NER, which combines CWS and part-of-speech (POS) tagging information with the classic BiLSTM-CRF NER model, using adversarial multi-task learning. The model incorporates several self-attention components for adversarial and multi-task learning, effectively synthesizing task-specific and common information attribution while improving performance across all three tasks. Experimental results on the three datasets provide compelling evidence that supports the effectiveness and performance of our model.

Named entity recognition (NER) is a fundamental task for information extraction applications. NER is challenging because of semantic ambiguities in academic literature, especially for non-Latin languages. Besides word semantic information, recognizing Chinese named entities needs to consider word boundary information, as words contained in Chinese texts are not separated with spaces. Leveraging word boundary information could help to determine entity boundaries and thus improve entity recognition performance. In this article, we propose to combine word boundary information and semantic information for named entity recognition based on multi-task adversarial learning. Specifically, we learn commonly shared boundary information of entities from multiple kinds of tasks, including Chinese word segmentation (CWS), part-of-speech (POS) tagging, and entity recognition, with adversarial learning. We learn task-specific semantic information of words from these tasks and combine the learned boundary information with the semantic information to improve entity recognition with multi-task learning. We then propose a compression method based on improved clustering to accelerate the proposed model. We conduct extensive experiments on four public benchmark datasets and two private datasets, compared with state-of-the-art baseline models, and the experimental results demonstrate that our model achieves considerable performance improvements on various evaluation datasets.

Named entity recognition (NER) isa preliminary task in natural language processing (NLP). Recognizing Chinese named entities from unstructured texts is challenging due to the lack of word boundaries. Even if performing Chinese Word Segmentation (CWS) could help to determine word boundaries, it is still difficult to determine which words should be clustered together for entity identification, since entities are often composed of multiple-segmented words. As dependency relationships between segmented words could help to determine entity boundaries, it is crucial to employ information related to syntactic dependency relationships to improve NER performance. In this paper, we propose a novel NER model to learn information about syntactic dependency graphs with graph neural networks, and merge learned information into the classic Bidirectional Long Short-Term Memory (BiLSTM) - Conditional Random Field (CRF) NER scheme. In addition, we extract various kinds of task-specific hidden information from multiple CWS and part-of-speech (POS) tagging tasks, to further improve the NER model. We finally leverage multiple self-attention components to integrate multiple kinds of extracted information for named entity identification. Experimental results on three public benchmark datasets show that our model outperforms the state-of-the-art baselines in most scenarios.