"Multivariate Realized Volatility Forecasting with Graph Neural Network."

Qinkai Chen, Christian-Yann Robert (2022)

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DOI: 10.1145/3533271.3561663

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-25

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Qinkai Chen, Christian-Yann Robert:
Multivariate Realized Volatility Forecasting with Graph Neural Network. ICAIF 2022: 156-164

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