Combining deep learning with econometric models: volatility forecasting using the KAN-GARCH-MIDAS framework

Machine learning and deep learning are increasingly applied in finance, yet few studies explore how they can enhance traditional econometric models. This study proposes an innovative KAN-GM model, integrating the Kolmogorov–Arnold network (KAN) with the GARCH-MIDAS model to extract nonlinear macroec...

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Bibliographic Details

Main Authors:	Liu, Ting, Choo, Weichong, Xinping, Han, Li, Le
Format:	Article
Language:	en
Published:	Taylor and Francis 2025
Subjects:	Economics, Econometrics and Finance (all)
Online Access:	http://psasir.upm.edu.my/id/eprint/123015/1/123015.pdf http://psasir.upm.edu.my/id/eprint/123015/ https://www.tandfonline.com/doi/full/10.1080/15140326.2025.2555479
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