2 citations · 3 across the 5 of their papers we have counts for
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q-fin.PM2024★ 2 cited
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
Kamesh Korangi, Christophe Mues, Cristián Bravo
Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional…
q-fin.GN2024★ 1 cited
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
Sahab Zandi, Kamesh Korangi, María Óskarsdóttir +2
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may…