Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting

By Anna Perekhodko, Robert Ślepaczuk

Published 2025-12-13

Everscope rating

1334.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Hybrid SV-LSTM Model. Problem types: Time Series Forecasting, Risk Management, Portfolio Optimization, Algorithmic Execution.

arXiv:2512.12250 · Code · Paper rankings

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