Sitemap
A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
materials
portfolio
publications
A Comparative Study of Hybrid LSTM Frameworks for Volatility Forecasting in the NASDAQ-100 and S&P 500 Markets
Manuscript, 2025
A comparative study of hybrid LSTM-GARCH frameworks for realized-volatility forecasting.
Recommended citation: Yue Yihua, Rong Jia, Lv Zimeng, Xiao Tongren, and Li Ke. "A Comparative Study of Hybrid LSTM Frameworks for Volatility Forecasting in the NASDAQ-100 and S&P 500 Markets." Manuscript, 2025.
Download Paper
Anchor-Conditioned Probabilistic World Models for Multi-Asset Realized-Volatility Paths
Work in progress, 2026
A probabilistic world-model formulation for multi-asset realized-volatility forecasting.
Recommended citation: Tongren Xiao. "Anchor-Conditioned Probabilistic World Models for Multi-Asset Realized-Volatility Paths." Work in progress, 2026.
Graham Positivity of Quantum Double Schubert Polynomials
Manuscript, 2026
A proof-oriented study of Graham positivity for quantum double Schubert polynomials.
Recommended citation: Tongren Xiao and Yihua Yue. "Graham Positivity of Quantum Double Schubert Polynomials." Manuscript, 2026.
Download Paper
Submatrix Selection for Matrices with Orthonormal Columns
Published in Research note, 2026
Research on the Goreinov-Tyrtyshnikov-Zamarashkin conjecture concerning well-conditioned submatrices of orthonormal frames.
Recommended citation: Tongren Xiao. "Submatrix Selection for Matrices with Orthonormal Columns." Research note, 2026.
Download Paper
Shape Is Useful: Geometric Analog Forecasting of Realized Volatility
Published in Manuscript; arXiv preprint forthcoming, 2026
A geometric analog forecasting framework for realized volatility based on similarity between historical volatility paths.
Recommended citation: Tongren Xiao and Shuhang Chen. "Shape Is Useful: Geometric Analog Forecasting of Realized Volatility." Manuscript, 2026; arXiv preprint forthcoming.
Download Paper