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Xingyue Pu

  1. Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
    2023/08/01 by Chao Zhang, Xingyue Pu, Zhang, Chao +5 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods