---
title: Hybrid Models for Forecasting
url: https://www.ml-quant.com/papers/ssrn/5268691/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5268691
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5268691
featured: 2025-05-30
citations: unknown
topic: Econometrics & Forecasting
---


# Hybrid Models for Forecasting

The research uses traditional econometric models, machine learning, and deep learning techniques to predict financial time series, using SP 500 index and Bitcoin data, and assesses the models based on forecast error metrics and trading performance indicators.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5268691
- Identifier: SSRN 5268691
- Released: 2025-05-26
- First featured: Quant Letter No. 99 (2025-05-30): https://www.ml-quant.com/issues/2025-05-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

## Related

- [Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models](https://www.ml-quant.com/papers/arxiv/2505.19617/): ARIMA with SVM/LSTM: A study using econometric models, machine learning, and deep learning to predict financial trends for the S&P 500 and Bitcoin emphasizes the importance of well-constructed hybrid models for profitable trading strategies.
- [Quantile deep learning models for multi-step ahead time series prediction](https://www.ml-quant.com/papers/arxiv/2411.15674/): The article introduces a new deep learning framework for predicting multi-step time series, which improves the performance of deep learning models. It has been effectively tested on Bitcoin and Ethereum, demonstrating its ability to manage volatility and provide useful information for decision-making.
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- [Enhancing causal discovery in financial networks with piecewise quantile regression](https://www.ml-quant.com/papers/arxiv/2408.12210/): The article presents a new method for building financial networks using quantile regression and a piecewise linear embedding scheme. This method uncovers intricate tail interactions in financial markets and identifies Bitcoin as the main influencer.
