Piotr S. Volkov, and Aisha N. Mensah. “A Hybrid Volatility-Driven Statistical Arbitrage Framework: Integrating Advanced Time-Series Econometrics and Machine Learning for Enhanced Stock Market Trend Prediction”. International journal of data science and machine learning 5, no. 02 (October 26, 2025): 258–268. Accessed March 23, 2026. https://www.academicpublishers.org/journals/index.php/ijdsml/article/view/7460.