Multivariate Realized Volatility Forecasting with Graph Neural Network - Archive ouverte HAL
Article Dans Une Revue Proceedings of the ACM on Management of Data Année : 2022

Multivariate Realized Volatility Forecasting with Graph Neural Network

Dates et versions

hal-04854590 , version 1 (23-12-2024)

Identifiants

Citer

Qinkai Chen, Christian Y. Robert. Multivariate Realized Volatility Forecasting with Graph Neural Network. Proceedings of the ACM on Management of Data, 2022, pp.156-164. ⟨10.1145/3533271.3561663⟩. ⟨hal-04854590⟩
0 Consultations
0 Téléchargements

Altmetric

Partager

More