3 citations · 4 across the 4 of their papers we have counts for
4 papers
A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
Nneka Umeorah, Tolulope Fadina
This paper develops a unified framework for assessing systemic risk and identifying contagion channels in the global banking system using a Temporal Heterogeneous Multiplex Graph N…
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…
Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model
Edson Pindza, Jules Clement Mba, Sutene Mwambi +1
Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better und…
Deep learning and American options via free boundary framework
Chinonso Nwankwo, Nneka Umeorah, Tony Ware +1
We propose a deep learning method for solving the American options model with a free boundary feature. To extract the free boundary known as the early exercise boundary from our pr…