Author

M. Deaconu

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#machine learning Preprint Oct 2026

HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting

Short-horizon realized volatility forecasting requires the integration of market information that evolves at incompatible temporal resolutions, from second-level order book dynamics to weekly regime drift. Our conference work introduced HAN-T, a hierarchical architecture in which scale-specific Transformer encoders pro...

M. Deaconu, Ioan-Daniel Pop · 0 citations