3 citations · 4 across the 4 of their papers we have counts for
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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…
q-fin.MF2023
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…