Author

Fengping Tian

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Jul 2026

Forecasting Volatility in the Chinese Stock Market Using Deep Learning‐Based Hybrid Factor Models

The results indicate that factors such as price trends, sentiment measures, money and credit indicators, stock market variables, and cumulative news sentiment significantly improve the accuracy of volatility forecasts.

N. Hu, Feng-Ping Tian · Journal of Forecasting · 0 citations