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cs.CE2026
Learning volatility-adaptive forgetting via GARCH-modulated LSTM for stock price forecasting
Xin-Rui Lu, Da-Qing Zhang
Stock price forecasting is hindered by the heteroscedastic nature of financial time series, in which turbulent and tranquil regimes alternate. Although the Long Short-Term Memory (…
cs.CE2026
A decomposition-integration framework coupling singular spectrum analysis with a volatility-adaptive LSTM for stock price forecasting
Xin-Rui Lu, Da-Qing Zhang
Financial time series exhibit multi-scale, high-noise, and non-stationary volatility dynamics. Decomposition--integration frameworks built on complete ensemble empirical mode decom…