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 "temporal relational ranking for stock prediction"):
  Abstract: Stock prediction aims to predict the future trends of a stock in order to help investors make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural networks in modeling sequential data, deep learning has become a promising choice for stock prediction.#R##N##R##N#However, most existing deep learning solutions are not optimized toward the target of investment, i.e., selecting the best stock with the highest expected revenue. Specifically, they typically formulate stock prediction as a classification (to predict stock trends) or a regression problem (to predict stock prices). More importantly, they largely treat the stocks as independent of each other. The valuable signal in the rich relations between stocks (or companies), such as two stocks are in the same sector and two companies have a supplier-customer relation, is not considered.#R##N##R##N#In this work, we contribute a new deep learning solution, named Relational Stock Ranking (RSR), for stock prediction. Our RSR method advances existing solutions in two major aspects: (1) tailoring the deep learning models for stock ranking, and (2) capturing the stock relations in a time-sensitive manner. The key novelty of our work is the proposal of a new component in neural network modeling, named Temporal Graph Convolution, which jointly models the temporal evolution and relation network of stocks. To validate our method, we perform back-testing on the historical data of two stock markets, NYSE and NASDAQ. Extensive experiments demonstrate the superiority of our RSR method. It outperforms state-of-the-art stock prediction solutions achieving an average return ratio of 98% and 71% on NYSE and NASDAQ, respectively.

Includes members:
  Member "listening to chaotic whispers a deep learning framework for news oriented stock trend prediction":
    also connected through other hyperedges:
      - Hyperedge HE-1 (induced by source paper "exploring interpretable lstm neural networks over multi variable data")
  Member "neural collaborative filtering":
    also connected through other hyperedges:
      - Hyperedge HE-2 (induced by source paper "advances in collaborative filtering and ranking")
  Member "a survey on social media anomaly detection":
    also connected through other hyperedges:
      - Hyperedge HE-3 (induced by source paper "stochastic iterative hard thresholding for graph structured sparsity optimization")
  Member "semi supervised classification with graph convolutional networks":
    also connected through other hyperedges:
      - Hyperedge HE-4 (induced by source paper "relatext exploiting visual relationships for arbitrary shaped scene text detection with graph convolutional networks")
  Member "convolutional neural networks on graphs with fast localized spectral filtering":
    also connected through other hyperedges:
      - Hyperedge HE-5 (induced by source paper "a survey on deep geometry learning from a representation perspective")
  Member "unsupervised learning of video representations using lstms":
    also connected through other hyperedges:
      - Hyperedge HE-6 (induced by source paper "transformation based adversarial video prediction on large scale data")
  Member "adam a method for stochastic optimization":
    also connected through other hyperedges:
      - Hyperedge HE-7 (induced by source paper "using a thousand optimization tasks to learn hyperparameter search strategies")
  Member "learning phrase representations using rnn encoder decoder for statistical machine translation":
    also connected through other hyperedges:
      - Hyperedge HE-8 (induced by source paper "transformation based adversarial video prediction on large scale data")

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.CE(Computational Engineering, Finance, and Science)