mlsanityData to 14 Oct 2026

Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries

arXiv 2506.01945 ↗First posted 2 Jun 2025econ.EM cs.LG stat.APcited by 0

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Abstract (arXiv)

Emerging economies, particularly the MINT countries (Mexico, Indonesia, Nigeria, and T"urkiye), are gaining influence in global stock markets, although they remain susceptible to the economic conditions of developed countries like the G7 (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States). This interconnectedness and sensitivity of financial markets make understanding these relationships crucial for investors and policymakers to predict stock price movements accurately. To this end, we examined the main stock market indices of G7 and MINT countries from 2012 to 2024, using a recent graph neural network (GNN) algorithm called multivariate time series forecasting with graph neural network (MTGNN). This method allows for considering complex spatio-temporal connections in multivariate time series. In the implementations, MTGNN revealed that the US and Canada are the most influential G7 countries regarding stock indices in the forecasting process, and Indonesia and T"urkiye are the most influential MINT countries. Additionally, our results showed that MTGNN outperformed traditional methods in forecasting the prices of stock market indices for MINT and G7 countries. Consequently, the study offers valuable insights into economic blocks' markets and presents a compelling empirical approach to analyzing global stock market dynamics using MTGNN.

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References · 14

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2 more
  1. 2019Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysiscited by 27
  2. 2022Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decompositioncited by 2

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