arXiv:2607. 22491v1 Announce Type: new Abstract: Volatility forecasting is dominated by persistence and measurement noise, leaving limited residual structure for nonlinear models to exploit.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2608. 01599v1 Announce Type: new Abstract: Volatility forecasts are commonly evaluated with aggregate accuracy metrics such as RMSE and MAE, but these metrics can hide conditional failures that matter for risk management.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
arXiv:2603. 09789v3 Announce Type: replace-cross Abstract: Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data.
arXiv:2607. 24065v1 Announce Type: cross Abstract: In this study, we developed and evaluated four conditional energy-based forecasting architectures: a classical Gaussian-Bernoulli CRBM, a hybrid quantum-classical QCRBM, a full-register QQRBM, and a lag-feature QFeatureQRBM with complete derivations of their conditional distributions, Contrastive-Divergence gradients, and hybrid training, bridging the energy-based formulation and the implementation-level quantum computation.
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.