Author

Ioan-Daniel Pop

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

#machine learning Preprint Oct 2026

HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting

HAN-Mamba is a hybrid that summarizes each stream through a recurrent state whose input-dependent gating matches two structural properties of volatility: persistent but decaying memory and abrupt regime shifts, and improves mean RMSPE over HAN-T over time-aware five-fold cross-validation.

M. Deaconu, Ioan-Daniel Pop · 0 citations