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...
Main Authors: | , , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
SpringerOpen
2025
|