Shape Is Useful: Geometric Analog Forecasting of Realized Volatility
Published in Manuscript; arXiv preprint forthcoming, 2026
This paper proposes the Shape Retrieval Model, a nonparametric realized-volatility forecasting framework based on geometric similarity between historical paths.
Recommended citation: Tongren Xiao and Shuhang Chen. "Shape Is Useful: Geometric Analog Forecasting of Realized Volatility." Manuscript, 2026; arXiv preprint forthcoming.
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