2 papers
q-fin.CP2026
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…
q-fin.MF2024
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…