Haris Md Sahed

Volatility-Aware Extreme Event Detection in High-Frequency Financial Markets

Maorufa Zaman, Haris Md Sahed

Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance. In particular, rare but impactful events are often difficult to detect using conventional modeling…Read more