MOHAN KHANNA; DANJIA TIAN; DEVIDE GREENE; CASPER CARPENTER. Graph Neural Reinforcement Learning for Cross-Market Contagion-Aware Portfolio Risk Control Under Extreme Financial Stress. Global Financial Analytics Research Review, [S. l.], v. 1, n. 1, 2026. Disponível em: https://www.gfarr.org/index.php/home/article/view/139. Acesso em: 14 aug. 2026.