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HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting

Ran Wu Orcid Logo, Abdullahi D. Ahmed Orcid Logo, Mohammad Abedin Orcid Logo, Hongjun Zeng Orcid Logo

Journal of Forecasting

Swansea University Author: Mohammad Abedin Orcid Logo

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DOI (Published version): 10.1002/for.70037

Published in: Journal of Forecasting
ISSN: 0277-6693 1099-131X
Published: Wiley 2025
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URI: https://cronfa.swan.ac.uk/Record/cronfa70716
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last_indexed 2025-11-07T05:10:25Z
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spelling 2025-11-05T14:11:15.9092295 v2 70716 2025-10-17 HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting 4ed8c020eae0c9bec4f5d9495d86d415 0000-0002-4688-0619 Mohammad Abedin Mohammad Abedin true false 2025-10-17 CBAE Journal Article Journal of Forecasting 0 Wiley 0277-6693 1099-131X deep learning, forecasting, Gray Wolf Optimizer, hybrid model, LSTM, VIX 8 10 2025 2025-10-08 10.1002/for.70037 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University Not Required 2025-11-05T14:11:15.9092295 2025-10-17T11:32:41.4943108 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Ran Wu 0009-0008-1436-5736 1 Abdullahi D. Ahmed 0000-0003-4472-0205 2 Mohammad Abedin 0000-0002-4688-0619 3 Hongjun Zeng 0000-0002-5437-2710 4 70716__35383__2844f12305234ba7a686397a62126ee9.pdf 70716.AAM.pdf 2025-10-17T12:53:49.7103976 Output 1907702 application/pdf Accepted Manuscript true Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/4.0/
title HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
spellingShingle HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
Mohammad Abedin
title_short HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
title_full HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
title_fullStr HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
title_full_unstemmed HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
title_sort HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Ran Wu
Abdullahi D. Ahmed
Mohammad Abedin
Hongjun Zeng
format Journal article
container_title Journal of Forecasting
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publishDate 2025
institution Swansea University
issn 0277-6693
1099-131X
doi_str_mv 10.1002/for.70037
publisher Wiley
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2025-10-08T18:10:20Z
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