human: Given a hyperedge-centered hypergraph: <hypergraph>, where the center hyperedge is induced by one source paper and its member nodes are the cited papers.

Details of the hypergraph:
Center hyperedge (induced by source paper "exploring graph neural networks for stock market predictions with rolling window analysis"):
  Abstract: Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches are limited to using technical analysis to capture historical trends of each stock price and thus limited to certain experimental setups to obtain good prediction results. On the other hand, professional investors additionally use their rich knowledge of inter-market and inter-company relations to map the connectivity of companies and events, and use this map to make better market predictions. For instance, they would predict the movement of a certain company's stock price based not only on its former stock price trends but also on the performance of its suppliers or customers, the overall industry, macroeconomic factors and trade policies. This paper investigates the effectiveness of work at the intersection of market predictions and graph neural networks, which hold the potential to mimic the ways in which investors make decisions by incorporating company knowledge graphs directly into the predictive model. The main goal of this work is to test the validity of this approach across different markets and longer time horizons for backtesting using rolling window analysis. In this work, we concentrate on the prediction of individual stock prices in the Japanese Nikkei 225 market over a period of roughly 20 years. For the knowledge graph, we use the Nikkei Value Search data, which is a rich dataset showing mainly supplier relations among Japanese and foreign companies. Our preliminary results show a 29.5% increase and a 2.2-fold increase in the return ratio and Sharpe ratio, respectively, when compared to the market benchmark, as well as a 6.32% increase and 1.3-fold increase, respectively, compared to the baseline LSTM model.

Includes members:
  Member "temporal relational ranking for stock prediction":
    also connected through other hyperedges:
      - Hyperedge HE-1 (induced by source paper "lightgcn simplifying and powering graph convolution network for recommendation")
  Member "scalable graph learning for anti money laundering a first look":
    also connected through other hyperedges:
      - Hyperedge HE-2 (induced by source paper "ocgnn one class classification with graph neural networks")
  Member "predicting stock market movements using network science an information theoretic approach":
    also connected through other hyperedges:
      (none)
  Member "listening to chaotic whispers a deep learning framework for news oriented stock trend prediction":
    also connected through other hyperedges:
      - Hyperedge HE-3 (induced by source paper "exploring interpretable lstm neural networks over multi variable data")
  Member "limits of end to end learning":
    also connected through other hyperedges:
      - Hyperedge HE-4 (induced by source paper "a deep reinforcement learning based driving policy for autonomous road vehicles")
  Member "representation learning on graphs methods and applications":
    also connected through other hyperedges:
      - Hyperedge HE-5 (induced by source paper "learning to segment 3d point clouds in 2d image space")
  Member "semi supervised classification with graph convolutional networks":
    also connected through other hyperedges:
      - Hyperedge HE-6 (induced by source paper "relatext exploiting visual relationships for arbitrary shaped scene text detection with graph convolutional networks")

Question: Please tell me which class the source paper belongs to. The 40 classes are: cs.NA(Numerical Analysis), cs.MM(Multimedia), cs.LO(Logic in Computer Science), cs.CY(Computers and Society), cs.CR(Cryptography and Security), cs.DC(Distributed, Parallel, and Cluster Computing), cs.HC(Human-Computer Interaction), cs.CE(Computational Engineering, Finance, and Science), cs.NI(Networking and Internet Architecture), cs.CC(Computational Complexity), cs.AI(Artificial Intelligence), cs.MA(Multiagent Systems), cs.GL(General Literature), cs.NE(Neural and Evolutionary Computing), cs.SC(Symbolic Computation), cs.AR(Hardware Architecture), cs.CV(Computer Vision and Pattern Recognition), cs.GR(Graphics), cs.ET(Emerging Technologies), cs.SY(Systems and Control), cs.CG(Computational Geometry), cs.OH(Other Computer Science), cs.PL(Programming Languages), cs.SE(Software Engineering), cs.LG(Machine Learning), cs.SD(Sound), cs.SI(Social and Information Networks), cs.RO(Robotics), cs.IT(Information Theory), cs.PF(Performance), cs.CL(Computation and Language), cs.IR(Information Retrieval), cs.MS(Mathematical Software), cs.FL(Formal Languages and Automata Theory), cs.DS(Data Structures and Algorithms), cs.OS(Operating Systems), cs.GT(Computer Science and Game Theory), cs.DB(Databases), cs.DL(Digital Libraries), cs.DM(Discrete Mathematics). Directly output the class name.

gpt: cs.LG(Machine Learning)