Joseph Iyanda

Regime-Aware Explainable Deep Learning and Ensemble Learning for Multi-Asset Tactical Allocation: Transformer-LSTM Evidence from Cross-Asset ETFs

Financial return forecasting remains difficult because asset prices are noisy, non-stationary and exposed to changing market regimes. This paper develops a regime-aware and explainable machine-learning framework for multi-asset tactical allocation using five exchange-traded funds representing equities, long-term bonds,...