Abstract: A graph with a plurality of nodes, a plurality of edges, and a plurality of node features is obtained and node representations for the node features are generated. A plurality of structure learning scores is generated based on the node representations, each structure learning score corresponding to one of the plurality of edges. A subset of the plurality of edges that identify a subgraph is selected, each edge of the subset having a structure learning score that is greater than a given threshold. The subgraph is inputted to a representation learner and an inferencing operation is performed using the representation learner based on the subgraph.

Abstract: A method includes: creating a training data set based on user input, the training data set including time series data of a price of an asset and stochastic event data of events related to the asset; creating an event intensity model that models an event intensity parameter of one of the events, wherein the event intensity model is based on a multivariate Hawkes process, and the creating the event intensity model includes learning parameters of the event intensity model using machine learning and the training data set; creating a probabilistic time series model that predicts a probability distribution of a return of the asset, wherein the creating the probabilistic time series model includes learning parameters of the probabilistic time series model using machine learning and the training data set; and predicting a future return of the asset for a future time period using the probabilistic time series model.