Ning Yin

A Comparative Forecasting Framework for Weekly VIX Prediction Based on Statistical and Machine Learning Models with Bayesian Optimization

Accurate forecasting of the CBOE Volatility Index (VIX) is an important problem in financial risk modeling and time-series prediction due to its role as a widely used indicator of market uncertainty. This study proposes a comparative forecasting framework for weekly VIX prediction by integrating statistical and machine...