Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects

Zhang C, Pu X, Cucuringu M, Dong X
preprint
Book Title:
SSRN Electronic Journal
No abstract available
Keywords:

38 Economics

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46 Information and Computing Sciences

,

3802 Econometrics

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4611 Machine Learning

DOI
10.2139/ssrn.4375165