Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data

By Xinyue Fang, Robert Ślepaczuk

Published 2026-06-08

Everscope rating

1539

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Sequential Two-Stage Regime-Aware Volatility and Return Prediction Framework. Problem types: Time Series Forecasting, Regression, Risk Management, Portfolio Optimization, Algorithmic Execution.

arXiv:2606.09478 · Code · Paper rankings

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