Volatility-informed SPY forecasting: From CGR-SPY analysis to DLSTM prediction

• Hong Cao,

  Roles Data curation, Formal analysis, Investigation, Methodology

  Affiliation Columbia University, New York, New York, United States of America

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• Hao Chen,

  Roles Conceptualization, Data curation, Investigation

  Affiliation University of Massachusetts Amherst, Amherst, Massachusetts, United States of America

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• Yulong Lian ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Writing – original draft, Writing – review & editing

  * E-mail: yulongli@andrew.cmu.edu

  Affiliation Carnegie Mellon University, Pittsburgh, Pennsylvania, United States of America

  https://orcid.org/0009-0002-0866-9748

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• Hong-Kun Zhang

  Roles Conceptualization, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation University of Massachusetts Amherst, Amherst, Massachusetts, United States of America

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