Symmetry-Aware Graph Neural Approaches for Data-Efficient Return Prediction in International Financial Market Indices
Tae Kyoung Lee; Insu Choi; Woo Chang Kim
- Published
- Publisher
- MDPI AG
- Journal / collection
- Symmetry
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.3390/sym17091372
The original publisher provides the full text and its access options.
Cite this source
Tae Kyoung Lee; Insu Choi; Woo Chang Kim. Symmetry-Aware Graph Neural Approaches for Data-Efficient Return Prediction in International Financial Market Indices. Symmetry. 2025-08-22. https://doi.org/10.3390/sym17091372