3 papers
cs.LG2026
WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion
Aashish Bohra, Vivek Vijay
Hybrid Deep Learning for equity index forecasting is limited by three problems: propagation of OHLCV noise into derived technical indicators (TIs), channel-indiscriminate multi-sca…
cs.LG2026
VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion
Aashish Bohra, Vivek Vijay
Stock price prediction remains challenging due to the non-stationary and noisy nature of financial time series. Existing deep learning models often rely on rigid decision-level fus…
stat.AP2025
A heavy-tail arctan-based mixture model for modelling and measuring actuarial risk
Pankaj Kumar, Vivek Vijay
Heavy-tailed probability distributions are extremely useful and play a crucial role in modeling different types of financial data sets. This study presents a two-pronged methodolog…