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WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion

arXiv · AI, language, vision and robotics · article · Sep 13, 2026 · UTC

Hybrid Deep Learning for equity index forecasting is limited by three problems: propagation of OHLCV noise into derived technical indicators (TIs), channel-indiscriminate multi-scale decomposition that conflates heterogeneous frequency signatures, and static multi-branch fusion that cannot adapt to market regime shifts. WaVeFuse addresses these limitations through a unified dual-branch architecture. Symlet-4 wavelet denoising (level 2, MAD soft threshold) suppresses microstructure noise in OHLCV. Seven low-lag TIs computed from denoised prices are encoded by a causal channel-wise continuous wa

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