Search Results - subject:"Graph Neural Networks"

Critical regimes of systemic risk : flow network cascades in the U.S. banking system

Montañez Jacquez, Samuel; Quezada Téllez, Luis Alberto; … - In: Risks : open access journal 14 (2026) 4, pp. 1-63

Systemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most widely used measures rely on market-implied volatility and equity prices rather than structural balance sheet fragilities. This paper develops a flow network framework that models...

Persistent link: https://www.econbiz.de/10015639141

Data-driven predictive model for dynamic expected travel time estimation in rail freight networks : a case study

Kumar, Suraj; Sharma, Ayush; Kumar, Gaurav - In: Transportation research : an international journal 200 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015451323

Fraud detection at eBay

Rao, Susie Xi; Han, Zhichao; Yin, Hang; Jiang, Jiawei; … - In: Emerging markets review 66 (2025), pp. 1-38

Persistent link: https://www.econbiz.de/10015412099

Deep reinforcement learning for dynamic vehicle routing with demand and traffic uncertainty

Kadyrov, Shirali; Azamov, Azamkhon; Abdumajitov, Yelbek; … - In: Operations research perspectives 15 (2025), pp. 1-12

and traffic. Our approach integrates graph neural networks to encode spatial problem structure and proximal policy …

Persistent link: https://www.econbiz.de/10015606593

Graph neural networks and explainable spillovers : global monetary and oil shocks in GCC financial markets

Morshed, Amer - In: Economies : open access journal 13 (2025) 11, pp. 1-25

This study investigates how global monetary and oil shocks propagate across advanced and pegged oil economies, focusing on the United States, Germany, the United Kingdom, Saudi Arabia, and the United Arab Emirates over the period 2015-2023. It examines which transmission channels-liquidity,...

Persistent link: https://www.econbiz.de/10015553237

Integrating sentiment analysis with graph neural networks for enhanced stock prediction : a comprehensive survey

Das, Nabanita; Sadhukhan, Bikash; Chatterjee, Rajdeep; … - 2024

There has been significant interest in integrating sentiment analysis with graph neural networks (GNNs) for stock …

Persistent link: https://www.econbiz.de/10014541922

Firm default prediction by GNN with gravity-model informed neighbor node sampling

Minakawa, Naoto; Izumi, Kiyoshi; Murayama, Yuri; … - In: The review of socionetwork strategies 18 (2024) 2, pp. 303-328

Persistent link: https://www.econbiz.de/10015194246

SpotV2Net : multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks

Brini, Alessio; Toscano, Giacomo - In: International journal of forecasting 41 (2025) 3, pp. 1093-1111

Persistent link: https://www.econbiz.de/10015441528

Reduce-then-optimize for the fixed-charge transportation problem

Spieckermann, Caroline; Minner, Stefan; Schiffer, Maximilian - In: Transportation science 59 (2025) 3, pp. 540-564

Persistent link: https://www.econbiz.de/10015444821

Smart nesting: estimating geometrical compatibility in the nesting problem using graph neural networks

Abdou, Kirolos; Mohammed, Osama; Eskandar, George; … - In: Journal of Intelligent Manufacturing 35 (2023) 6, pp. 2811-2827

(GRG). We propose a novel reinforcement-learning-based framework, which consists of two graph neural networks trained in an …

Persistent link: https://www.econbiz.de/10015323804