Global food trade plays a crucial role in ensuring food security and maintaining supply chain stability. However, its network structure evolves dynamically under the influence of geopolitical, economic, and environmental factors, making it challenging to model and predict future trade links. Effectively capturing temporal patterns in food trade networks is therefore essential for improving the accuracy and robustness of link prediction. This study introduces IVGAE-TAMA-BO, a novel dynamic graph neural network designed to model evolving trade structures and predict future links in global food trade networks. To the best of our knowledge, this is the first work to apply dynamic graph neural networks to this domain, significantly enhancing predictive performance. Building upon the original IVGAE framework, the proposed model incorporates a Trade-Aware Momentum Aggregator (TAMA) to capture the temporal evolution of trade networks, jointly modeling short-term fluctuations and long-term structural dependencies. A momentum-based structural memory mechanism further improves predictive stability and performance. In addition, Bayesian optimization is used to automatically tune key hyperparameters, enhancing generalization across diverse trade scenarios. Extensive experiments on five crop-specific datasets demonstrate that IVGAE-TAMA substantially outperforms the static IVGAE and other dynamic baselines by effectively modeling temporal dependencies, while Bayesian optimization further boosts performance in IVGAE-TAMA-BO. These results highlight the proposed framework as a robust and scalable solution for structural prediction in global trade networks, with strong potential for applications in food security monitoring and policy decision support.

Prediction markets are economic mechanisms for aggregating information about future events through sequential interactions with traders. The pricing mechanisms in these markets are known to be related to optimization algorithms in machine learning and through these connections we have some understanding of how equilibrium market prices relate to the beliefs of the traders in a market. However, little is known about rates and guarantees for the convergence of these sequential mechanisms, and two recent papers cite this as an important open question. In this paper we show how some previously studied prediction market trading models can be understood as a natural generalization of randomized coordinate descent which we call randomized subspace descent (RSD). We establish convergence rates for RSD and leverage them to prove rates for the two prediction market models above, answering the open questions. Our results extend beyond standard centralized markets to arbitrary trade networks.

Jointly modeling and forecasting economic and financial variables across a large set of countries has long been a significant challenge. Two primary approaches have been utilized to address this issue: the vector autoregressive model with exogenous variables (VARX) and the matrix autoregression (MAR). The VARX model captures domestic dependencies, but treats variables exogenous to represent global factors driven by international trade. In contrast, the MAR model simultaneously considers variables from multiple countries but ignores the trade network. In this paper, we propose an extension of the MAR model that achieves these two aims at once, i.e., studying both international dependencies and the impact of the trade network on the global economy. Additionally, we introduce a sparse component to the model to differentiate between systematic and idiosyncratic cross-predictability. To estimate the model parameters, we propose both a likelihood estimation method and a bias-corrected alternating minimization version. We provide theoretical and empirical analyses of the model's properties, alongside presenting intriguing economic insights derived from our findings.

Understanding the complex dynamics of high-dimensional, contingent, and strongly nonlinear economic data, often shaped by multiplicative processes, poses significant challenges for traditional regression methods as such methods offer limited capacity to capture the structural changes they feature. To address this, we propose leveraging the potential of knowledge graph embeddings for economic trade data, in particular, to predict international trade relationships. We implement KonecoKG, a knowledge graph representation of economic trade data with multidimensional relationships using SDM-RDFizer, and transform the relationships into a knowledge graph embedding using AmpliGraph.

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify significant shifts in the network topology driven by rising trade policy uncertainty. Our analysis highlights key global players through centrality rankings, with the United States, China, and Germany maintaining consistent dominance. Using a horse race of supervised regressors, we find that network topology descriptors evaluated from section-specific trade networks substantially enhance the quality of a country's GDP growth forecast. We also find that non-linear models, such as Random Forest, XGBoost, and LightGBM, outperform traditional linear models used in the economics literature. Using SHAP values to interpret these non-linear model's predictions, we find that about half of most important features originate from the network descriptors, underscoring their vital role in refining forecasts. Moreover, this study emphasizes the significance of recent economic performance, population growth, and the primary sector's influence in shaping economic growth predictions, offering novel insights into the intricacies of economic growth forecasting.

Prediction markets are economic mechanisms for aggregating information about future events through sequential interactions with traders. The pricing mechanisms in these markets are known to be related to optimization algorithms in machine learning and through these connections we have some understanding of how equilibrium market prices relate to the beliefs of the traders in a market. However, little is known about rates and guarantees for the convergence of these sequential mechanisms, and two recent papers cite this as an important open question. In this paper we show how some previously studied prediction market trading models can be understood as a natural generalization of randomized coordinate descent which we call randomized subspace descent (RSD). We establish convergence rates for RSD and leverage them to prove rates for the two prediction market models above, answering the open questions. Our results extend beyond standard centralized markets to arbitrary trade networks.

As a result, KR is critical to offering a simple strategy for defining relevant and contextual information within a finite number of facts from a specific domain of interest; these facts are referred to as a knowledge base (KB). In the past years, Knowledge Graph (KG), as a form of KR, has gained attention because it provides a contextual, natural, and human-like form of representing knowledge in specific domains and common sense. KG is formed in statements called triples on the T = (h, r, t) form, where h (head) and t (tail) represent objects in real life, and r, the relation is the connection between those entities. Internet companies like Google, Wikipedia, and Facebook have found a simple but powerful unified tool in the KG field to describe their multi-structured and multi-dimensional knowledge base, capturing user data to transform it into vast KBs [3]. The KG approach is particularly relevant to studying international trade, a significant cornerstone of economic and social development in the globalized economy [4, 5]. International trade is complex and interconnected, with multiple entities (commodities, companies, and countries) interacting in multiple ways [6]. This method helps to understand those complex interactions in a structured and intuitive way. In international economics, the gravity model, a fundamental part of the current method, is widely used to predict trade relations between entities based on factors like size (GDP, population) and distance or other factors [7, 8, 9].

Prediction markets are economic mechanisms for aggregating information about future events through sequential interactions with traders. The pricing mechanisms in these markets are known to be related to optimization algorithms in machine learning and through these connections we have some understanding of how equilibrium market prices relate to the beliefs of the traders in a market. However, little is known about rates and guarantees for the convergence of these sequential mechanisms, and two recent papers cite this as an important open question.In this paper we show how some previously studied prediction market trading models can be understood as a natural generalization of randomized coordinate descent which we call randomized subspace descent (RSD). We establish convergence rates for RSD and leverage them to prove rates for the two prediction market models above, answering the open questions. Our results extend beyond standard centralized markets to arbitrary trade networks.