research
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08/23/2023
Learning to Learn Financial Networks for Optimising Momentum Strategies
Network momentum provides a novel type of risk premium, which exploits t...
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research
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08/22/2023
Network Momentum across Asset Classes
We investigate the concept of network momentum, a novel trading signal d...
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08/01/2023
Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
We present a novel methodology for modeling and forecasting multivariate...
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10/19/2021
Learning to Learn Graph Topologies
Learning a graph topology to reveal the underlying relationship between ...
research
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08/23/2020
