A hybrid deep learning framework for financial time-series forecasting: evidence from Asia-Pacific stock indices

Journal article

Peer reviewed

Shikha Singh, Aman Mittal, Sameer Kumar, Charu Chandra and Shakti Singh

International journal of modelling & simulation, pp.1-27

09/03/2026

Abstract

Bayesian optimization in model tuning

financial and simulation modeling

Hybrid deep learning models

neural networks for dynamic systems

temporal convolutional networks

url

https://doi.org/10.1080/02286203.2026.2727072View

Published (Version of record) Open

1 Record Views

Title: A hybrid deep learning framework for financial time-series forecasting: evidence from Asia-Pacific stock indices
Author/Creator: Shikha Singh - Indian Institute of Technology Dhanbad
Aman Mittal - Indian Institute of Technology Dhanbad
Sameer Kumar - University of St. Thomas - Minnesota
Charu Chandra - University of Michigan
Shakti Singh - Indian Institute of Technology Dhanbad
Publication Details: International journal of modelling & simulation, pp.1-27
Academic Unit: Operations & Supply Chain Management; Opus College of Business
Language: English
Resource Type: Journal article
Record Identifier: 991015476252403691