A hybrid deep learning framework for volatility prediction in financial markets
Crossref DOI link: https://doi.org/10.1038/s41598-026-70301-2
Published Online: 2026-09-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Agal, Sanjay
Text and Data Mining valid from 2026-09-09
Accepted Manuscript valid from 2026-09-09
Article History
Received: 17 December 2025
Accepted: 1 September 2026
First Online: 9 September 2026
Declarations
Competing interests: The authors declare no competing interests.