MTGNN forecasts MINT and G7 stock indices with lower error than AR, VAR-MLP, RNN-GRU, and TCN, and its learned graph suggests the US, Canada, Indonesia, and Türkiye are the most influential markets.
The economist who invented the brics j ust invented a whole new group of countries: The mints
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Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries
MTGNN forecasts MINT and G7 stock indices with lower error than AR, VAR-MLP, RNN-GRU, and TCN, and its learned graph suggests the US, Canada, Indonesia, and Türkiye are the most influential markets.