Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Year of publication: |
2023
|
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Authors: | Zhang, Chao ; Pu, Xingyue (Stacy) ; Cucuringu, Mihai ; Dong, Xiaowen |
Publisher: |
[S.l.] : SSRN |
Subject: | Neuronale Netze | Neural networks | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Prognose | Forecast | Graphentheorie | Graph theory | Schätzung | Estimation | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4375165 [DOI] |
Classification: | C45 - Neural Networks and Related Topics ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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