Bing-Qi Lian

Signal Simplification Is Not Predictive Simplification: Diagnosing Residual Neural Forecasting in Short-Horizon Volatility

Hybrid statistical-neural pipelines often assume that a successful statistical first stage leaves a cleaner and more learnable residual target. We examine that assumption in short-horizon volatility forecasting through a signal-forecast-system diagnostic framework. Across five liquid U.S. assets, a volatility-aligned H...