Optimizing transportation routes to improve delivery efficiency and resource utilization in dynamic supply chain scenarios is a challenging task. Traditional route optimization methods often struggle with complex supply chain network structures and dynamic changes, which require a more efficient and flexible solution. This study proposes a method that integrates Graph Neural Networks (GNNs), self-attention mechanisms, and meta-reinforcement learning (Meta-RL) in order to address route optimization in supply chains. The goal is to develop a path planning method that excels in both static and dynamic environments. First, GNNs model the supply chain network, converting node and edge features into high-dimensional graph representations in order to capture local and global network information. Next, a Transformer-based strategy network captures global dependencies, optimizing path planning. Finally, Meta-RL enables rapid strategy adaptation to dynamic changes (e.g., new demand points or route disruptions) with minimal sample support. Experiments on multiple supply chain datasets show that our method improves path planning quality by about 7%, compared to traditional methods, achieving a path coverage of 92.29%. Ablation studies reveal that the on-time delivery rate improves by nearly 30% over the baseline model. These results demonstrate that the proposed method not only optimizes routes but also significantly enhances the overall efficiency and robustness of supply chain networks. This research provides an efficient route optimization framework applicable to complex supply chain management and other scheduling fields, offering new insights and technical solutions for future research and applications.

Investor sentiment has a profound impact on financial market volatility; however, it is difficult to accurately capture the complex nonlinear relationships among sentiment proxies with the existing methods. In this study, we propose a novel investor sentiment indicator, S^GAN, which uses generative adversarial networks (GANs) to extract the nonlinear latent structure from eight sentiment proxies from February 2003 to September 2023 in the Chinese A-share market. Unlike traditional linear dimensionality reduction methods, GANs are able to capture complex market dynamics through adversarial training, effectively reducing noise and improving prediction accuracy. The empirical analyses show that S^GAN significantly outperforms existing methods in both in-sample and out-of-sample prediction capabilities. The GAN-based investment strategy achieves impressive annualized returns and provides a powerful tool for portfolio construction and risk management. Robustness tests across economic cycles, industries, and U.S. markets further validate the stability of S^GAN. These findings highlight the unique advantages of GANs as sentiment-driven financial forecasting tools, providing market participants with new ways to more accurately capture sentiment-shifting trends and develop effective investment strategies.