Timeseries Suppliers Allocation Risk Optimization via Deep Black Litterman Model

We introduce the BL model and the Perspective Matrix to optimize supplier selection and order allocation, focusing on both temporal and spatial dynamics. Our development of a Supplier Relationship Network, using a Spatio-Temporal Graph Neural Network, enhances the understanding of complex supplier interdependencies. Additionally, we address credibility issues in zero-order scenarios with a Masked Ranking Mechanism, improving supplier ranking efficiency. Our model demonstrates superior results on two datasets compared to the traditional models. Our evaluations using real-world datasets highlight DBLM's …

cs.ai cs.lg development dynamics graph graph neural network matrix network neural network optimization perspective relationship risk spatial temporal timeseries understanding via