Open Access
Research Article·pp. 3585–3595·Vol. 47, Issue 10Oct 2026
VAdam : A volatility-aware adaptive gradient optimization framework for financial time-series learning
Aditya Nagdiya, Vivek Kapoor, Vrinda Tokekar
Published Online: 31 Oct 2026DOI: 10.47974/JIOS-2486
In this paper: Financial time-series forecasting is difficult because of constantly changing market conditions, non-stationary behavior, and sudden changes in volatility which can negatively affect optimization stab...
