Parker, Michael; Ghahremani, Mani; Shiaeles, Stavros - In: International Journal of Financial Studies : open … 13 (2025) 4, pp. 1-23
Forecasting stock price ranges remains a significant challenge because of the non-linear nature of financial data. This study proposes and evaluates a stacking ensemble model for range-based volatility forecasting, using open, high, low, and close (OHLC) prices. The model integrates a diverse,...