Wei-Yan Tan

CSSFormer-VaR: A Cross-Scale State-Space Deep Learning Framework for Robust Financial Value-at-Risk Forecasting

The model introduces a Mamba-Enhanced Multi-Scale Bidirectional Fusion module (MEMBA-F) and a Cross-Scale Contextual Attention Gating module (CSCAG) to jointly model global temporal dependencies and local fluctuation features, thereby enhancing the identification capability for extreme risk events.