Yu Lu

FreqCast: Frequency-Decoupled Statistical and Deep Learning for Multihorizon Return Forecasting and Price Reconstruction

FreqCast is proposed, which combines a market-conditioned spectral decomposition, a structured state-space branch for the component designated low-frequency, causal multiscale encoders for the components designated intermediate- and high-frequency, and a horizon-conditioned reliability gate, which fuse four cumulative-...