Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network

By Jack Fanshawe, Rumi Masih, Alexander Cameron

Published 2026-01-08

Everscope rating

2038.7

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Temporal-Heterogeneous Graph Neural Network (THGNN). Problem types: Time Series Forecasting, Clustering, Portfolio Optimization, Pairs Trading, Graph Learning, Risk Management.

arXiv:2601.04602 · Paper rankings

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