Working Paper - Graph Neural Networks for Asset Management

Thursday 02 December 2021

Market News

In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management. In particular, they show how new alternative data such as supply chain databases require new tools to fully exploit this information. After reviewing the basic tools of graph learning theory, especially graph convolutional and attention networks, they compare the performance of some equity strategies when incorporating sector-based, correlation-based and supply-chain-based graphs.

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In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.