An Evidence-Based Paradigm for Financial GNNs: The Case for Principled Simplicity in Volatility Spillover Modeling
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DOI: 10.1109/access.2025.3640928
Abstract: Financial Graph Neural Networks (GNNs) universally assume fully-connected topologies where every asset influences every other—an unvalidated architectural dogma that we empirically refute. Through rigorous ablation studies across two independent US equity markets (DOW30, SPY TOP40)… read more here.
Keywords: financial gnns; gnns; evidence based; based paradigm ... See more keywords