A Taxonomy of Heterogeneous Statistical Interdependencies for Graph-based Financial Time Series PredictionFeb 1, 2026·[J2] Insu Choi*,Woosung Koh*,Gimin Kang,Yuntae Jang,Woo Chang Kim· 0 min readTypeJournal articlePublicationEngineering Applications of Artificial Intelligence (SCIE, Q1)Last updated on Aug 11, 2026Time-Series Prediction Non-Stationarity Financial Markets ← mSFT: Addressing Dataset Mixtures Overfiting Heterogeneously in Multi-task SFT Mar 25, 2026Generative Visual Code Mobile World Models Jan 25, 2026 →