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stat.AP2026
Spillover-Informed Network Architecture for Global Volatility Forecasting
Neha Gupta, Nishit Soni, Aditya Maheshwari
Spillover of volatility shocks across borders during turbulent periods makes accurate equity market volatility forecasts especially critical for risk management, derivatives pricin…
cs.LG2026
NeuroMem-FHP: A Likelihood-Free Deep Learning Framework for Parameter Estimation of Fractional Hawkes Process
Neha Gupta, Aditya Maheshwari
In this paper, we propose deep learning based NeuroMem-FHP framework for estimating the parameters of the fractional Hawkes process (FHP), a self-exciting point process that captur…