Hao-Tian Qiao

Forecasting Global Volatility with Predictive Spillover Networks: A Neuro-Econometric Spatio-Temporal Transformer for Asynchronous Financial Markets

PGA-Trans-HAR is developed, a neuro-econometric architecture that combines a rolling ridge-VAR/GFEVD predictive-connectedness network, masked spatio-temporal attention, and a frozen HAR anchor to improve multi-market volatility forecasts in asynchronous financial environments.