Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting

By Akash Deep, Nicholas Appiah, Svetlozar T. Rachev

Published 2026-04-01

Everscope rating

1585.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Layered Persistence-Augmented Volatility Forecasting Framework. Problem types: Time Series Forecasting, Risk Management, Portfolio Optimization, Regression.

arXiv:2605.24285 · Paper rankings

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