PATRICK NOLAN; KEITH ELLISON. Predicting Dynamic Market Liquidity via Temporal Graph Neural Networks Integrating Limit Order Book Evolution and Cross Asset Spillover Effects. International Journal of Artificial Intelligence Research, [S. l.], v. 1, n. 2, 2026. Disponível em: https://isipress.org/index.php/IJAIR/article/view/135. Acesso em: 14 may. 2026.