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Siyi Zheng

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Open access Aug 2026

Deep Learning for VIX Volatility Forecasting: A Comparative Study of LSTM, BiLSTM, and CNN-LSTM Architectures

The CNN-LSTM model consistently outperforms both unidirectional and bidirectional LSTMs, and consistently outperforms both unidirectional and bidirectional LSTMs during periods of market turbulence, with CNN-LSTM demonstrating the strongest resilience.

Siyi Zheng · Applied and Computational En... · 0 citations