Multi-scale and Path Signature-informed Deep Learning for Intraday Volatility Forecasting

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Ruolan Ouyang, Jie Yang, Yihan Zou, Yukun Shi

DOI: 10.2139/ssrn.6287198

Cited by: 0

References: 42

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Forecasting Techniques and Applications

References 42