Dickson Tulyasingula

An Intelligent Secondary Decomposition Framework for Enhanced Realized Volatility Forecasting Using Signal Processing and Deep Learning

John Kamwele Mutinda, Revian Awuor Omollo, Jackson Ndoto Munyao, Loraine Mutune, Millicent Auma Omondi, Joyce Akhalakwa Mukolwe, Tecla Mutave Kyalo, Dickson Tulyasingula, Titus Mutua Kioko & Amos Kipkorir Langat · Asian Journal of Research in Computer Science · 2026

Forecasting realised volatility is essential for financial risk management, portfolio optimisation, and derivative pricing. However, financial time series exhibit non-linearity, non-stationarity, and long memory, making accurate prediction challenging. This study proposes a novel...