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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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0111 · Aug 202419922001200920172026
1 result for “GCN-LSTM”
A GCN-LSTM Approach for ES-mini and VX Futures Forecastingq-fin.ST

Proposes a network framework for forecasting futures with different expirations.

problem Forecasting E-mini S\&P 500 and CBOE Volatility Index futures with different expirations.
method A novel data-driven network framework using GCN-LSTM, visualizing correlation structures, and enhancing LSTM's predictive power.
result Enhanced predictive power of future forecasts through a multi-channel Graph Convolutional Network.
futures forecastingGCN-LSTMnetwork frameworkE-mini S\&P 500CBOE Volatility Index
2024-08-10abs ↗pdf ↗