This paper proposes an unbiased combined weighted (CW) volatility measure and weighted
volatility indicators (WVI) that integrates the return-and range-based volatility measures to …

In this article, we examine whether incorporating complexity measures as features in deep
learning (DL) algorithms enhances their accuracy in predicting forex market volatility. Our …

Traditional volatility models do not work well when volatility changes rapidly and in the
presence of outliers. Therefore, two lines of improvements have been developed separately …

Financial market time series exhibit significant nonlinearity and volatility, and investors, with
limited attention, are influenced by abnormal fluctuations. We propose the Functional …

Exploiting daily high-low range has become increasingly popular among volatility models
due to valuable information about volatility dynamics. It has been shown in the literature that …