most citedDynamic graph neural networks for enhanced volatility prediction in financial markets

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

q-fin.MF2024★ 3 cited

Dynamic graph neural networks for enhanced volatility prediction in financial markets

Pulikandala Nithish Kumar, Nneka Umeorah, Alex Alochukwu

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity…