Predicting stock price crash risk in China : a modified graph WaveNet model
Zhongbo Jing, Qin Li, Hongyi Zhao, Yang Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Jing, Zhongbo ; Li, Qin ; Zhao, Hongyi ; Zhao, Yang |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105468, p. 1-9
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| Subject: | Graph attention networks | Graph neural networks | Machine learning | Stock price crash risk | Börsenkurs | Share price | Neuronale Netze | Neural networks | Graphentheorie | Graph theory | China | Künstliche Intelligenz | Artificial intelligence | Finanzkrise | Financial crisis | Risiko | Risk | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105468 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014531799