q-fin.ST · 2026-08-13 · No. 83

Statistical Finance, 2026-08-13.

1 new papers in q-fin.ST. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Junyi Ye, Gargi Vijay Borde

    q-fin.ST · cs.LG

    Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training. This paper asks where such information should enter a neural cross-sectional volatility forecasting model. We study five-day realized-volatility forecasts for 1,027 U.S. equities using a rolling walk-forward evaluation framework in which information, model capacity, hyperparameter tuning, and random seeds are...

    arxiv.org/abs/2608.12251 · PDF

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