Institutional Equity Holdings Prediction Using Node Affinities of Dynamic Graphs
arXiv:2607.12067v1 Announce Type: new Abstract: Institutional equity holdings disclosed in SEC Form 13F filings provide a rich temporal record of portfolio decisions by large investment managers. However, forecasting future allocations and modeling future demand remains challenging due to disclosure lags, reporting noise, and strong persistence in institutional behavior. We introduce the first benchmark for these tasks using temporal graph machine learning, framing holdings prediction as node af