Understanding stock market instability via graph auto-encoders

Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in long-run asset co-movement patterns which expose portfolios to rapid and devastating collapses in value. These disruptions are linked to changes in the structure of market...

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Bibliographic Details
Main Authors: Gorduza, D, Zohren, S, Dong, X
Format: Journal article
Language:English
Published: SpringerOpen 2025