Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities

Adila Osman, Yangxin Wang, Yuanyuan Wang

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DOI: 10.3390/e28101165
Published: 10
Container: Entropy
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/e28101165,
  title = {Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities},
  author = {Adila Osman and Yangxin Wang and Yuanyuan Wang},
  year = {2026},
  journal = {Entropy},
  doi = {10.3390/e28101165},
  url = {https://doi.org/10.3390/e28101165}
}

RIS

TY  - JOUR
TI  - Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities
AU  - Adila Osman
AU  - Yangxin Wang
AU  - Yuanyuan Wang
PY  - 2026
JO  - Entropy
DO  - 10.3390/e28101165
UR  - https://doi.org/10.3390/e28101165
ER  -

APA

Osman, A., Wang, Y., & Wang, Y. (2026). Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities. Entropy. https://doi.org/10.3390/e28101165

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doaj · retrieved 2026-11-10T06:50:14.551Z