Forecasting Global Stock Market Volatility with GNN Model
The article discusses a study that introduces a new volatility forecasting model for global market indices. This model uses a spatial-temporal graph neural network (GNN) and performs better than existing models in short- and mid-term forecasting, potentially leading to economic benefits for investors.
Featured in No. 20 on 12 Oct 2023 · on release day
- Released
- 12 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 20
- Identifier
- RePEc:wly:jforec:v:42:y:2023:i:7:p:1539-1559
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