Frequency-decoupled progressive graph learning for unveiling heterogeneous risk contagion in financial markets

Neurocomputing 2026

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Authors: Sanchuan Xiao, Rong Xing, Rui Cheng, Jingmei Zhao, Qing Li

DOI: 10.1016/j.neucom.2026.133695

Cited by: 1

References: 21

Fields of Study & Subjects

Financial Distress and Bankruptcy Prediction Stock Market Forecasting Methods Financial Risk and Volatility Modeling

References 21