A Variational-Mode-Decomposition-Cascaded Long Short-Term Memory with Attention Model for VIX Prediction

A Variational-Mode-Decomposition-Cascaded Long Short-Term Memory with Attention Model for VIX Prediction

Financial time-series forecasting presents a significant challenge due to the inherent volatility and complex patterns in market data. This study introduces a novel forecasting framework that integrates Variational Mode Decomposition (VMD) with a Cascaded Long Short-Term Memory (LSTM) network enhanc...

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Bibliographic Details
Main Authors: Do-Hyeon Kim, Dong-Jun Kim, Sun-Yong Choi
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Applied Sciences
Subjects:
attention
Cascaded LSTM
forecasting
VMD
VIX
S&P 500
Online Access:https://www.mdpi.com/2076-3417/15/10/5630
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