Journal article 179 views 47 downloads
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
Ran Wu 
,
Abdullahi D. Ahmed ,
Mohammad Abedin ,
Hongjun Zeng
,
Abdullahi D. Ahmed ,
Mohammad Abedin ,
Hongjun Zeng
Journal of Forecasting
Swansea University Author:
Mohammad Abedin
-
PDF | Accepted Manuscript
Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention).
Download (1.82MB)
DOI (Published version): 10.1002/for.70037
Abstract
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
| Published in: | Journal of Forecasting |
|---|---|
| ISSN: | 0277-6693 1099-131X |
| Published: |
Wiley
2025
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa70716 |
| Keywords: |
deep learning, forecasting, Gray Wolf Optimizer, hybrid model, LSTM, VIX |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |