Papers
1–3 of 3Research Paper·Mar 16, 2026
GARCH-FIS: A Hybrid Forecasting Model with Dynamic Volatility-Driven Parameter Adaptation
This paper proposes a novel hybrid model, termed GARCH-FIS, for recursive rolling multi-step forecasting of financial time series. It integrates a Fuzzy Inference System (FIS) with a Generalized Autor...
7.0 viability
Research Paper·Mar 10, 2026
Not All News Is Equal: Topic- and Event-Conditional Sentiment from Finetuned LLMs for Aluminum Price Forecasting
By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightwe...
6.0 viability
Research Paper·Mar 11, 2026
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
This paper studies cross-market return predictability through a machine learning framework that preserves economic structure. Exploiting the non-overlapping trading hours of the U.S. and Chinese equit...
2.0 viability