Volatility prediction of high-frequency data based on deep feature extraction and fusion: An interpretable deep learning architecture

Shixiu Liu, Mengrui Zhu, Minggang Wang, Lixin Tian. Volatility prediction of high-frequency data based on deep feature extraction and fusion: An interpretable deep learning architecture. Appl. Soft Comput., 189:114535, 2026. [doi]

Abstract

Abstract is missing.