Multivariate Realized Volatility Forecasting with Graph Neural Network.
Qinkai ChenChristian-Yann RobertPublished in: CoRR (2021)
Keyphrases
- neural network
- exchange rate
- garch model
- financial time series
- prediction model
- multivariate time series
- short term load forecasting
- stock market
- fuzzy logic
- artificial neural networks
- graph model
- regression model
- short term
- random walk
- back propagation
- pattern recognition
- graph representation
- graph structure
- connected components
- feed forward
- neural network model
- structured data
- grey model
- bipartite graph
- graph theory
- financial markets
- chinese stock market
- spanning tree
- multi layer perceptron
- foreign exchange
- generalized regression neural network
- forecasting accuracy
- graph databases
- graph mining
- directed acyclic graph
- multilayer perceptron
- graph matching
- directed graph
- self organizing maps
- fault diagnosis
- power system
- control system
- learning algorithm
- genetic algorithm