A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting

By Jing Liu, Maria Grith, Xiaowen Dong, Mihai Cucuringu

Published 2026-04-13

Everscope rating

1584

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Directed Bipartite Graph with Rolling-Window Hypothesis Testing and Machine Learning. Problem types: Time Series Forecasting, Regression, Graph Learning, Dimensionality Reduction.

arXiv:2603.10559 · Paper rankings

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