Integrating LSTM Networks with Neural Lévy Processes for Financial Forecasting

By Mohammed Alruqimi, Luca Di Persio

Published 2025-11-26

Everscope rating

1198.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Hybrid LSTM-Lévy Merton Jump-Diffusion Framework with GWO Optimization. Problem types: Time Series Forecasting, Regression, Optimization, Risk Management.

arXiv:2512.07860 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.