Landmesser-Rusek, Joanna; Orłowski, Arkadiusz - In: Econometrics : open access journal 14 (2026) 1, pp. 1-23
Exchange rate forecasting is an important issue in financial market analysis. Currency rates form a dynamic network of connections that can be efficiently modeled using graph neural networks (GNNs). The key mechanism of GNNs is the message passing between nodes, allowing for better modeling of...