Author

Aashish Bohra

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#machine learning Preprint Oct 2026

DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

Wavelet-based financial forecasters typically use the transform only to denoise, or reduce it to a single spectral snapshot at the forecast origin, and the convolution that produces the coefficients is usually bilateral, so it can read past the forecast origin. DSTNet instead retains the recent evolution of filter-bank...

Aashish Bohra, Lokendra Vishwakarm · 0 citations

#machine learning Preprint Sep 2026

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

Stock price prediction remains challenging due to the non-stationary and noisy nature of financial time series. Existing deep learning models often rely on rigid decision-level fusion, ad hoc hyperparameter tuning, and compressed final-layer outputs, causing information loss, overfitting, and limited cross-market gener...

Aashish Bohra, Vivek Vijay · 1 citation