Attention based dynamic graph neural network for asset pricing

Keyphrases

• Asset Pricing 100%
• Attention-based 100%
• Dynamic Graph Neural Network 100%
• Dynamic Networks 33%
• Network Structure 33%
• Machine Learning Techniques 33%
• Neural Network Model 33%
• Graph Neural Network 33%
• Highly Effective 33%
• Two-state 33%
• Sensitivity Test 33%
• Asset Prices 33%
• Portfolio Performance 33%
• Equity Returns 33%
• Equity Markets 33%
• Co-movement 33%
• Dynamic Network Structure 33%
• Graph Attention Network 33%
• Market Events 33%
• Major Markets 33%
• Market Information 33%
• Recurrent Convolutional Neural Network 33%

Computer Science

• Dynamic Network 100%
• Graph Neural Network 100%
• Network Structures 100%
• Machine Learning Technique 50%
• Neural Network Model 50%
• Attention (Machine Learning) 50%
• Convolutional Neural Network 50%
• Simulated Data 50%
• Sensitivity Analysis 50%