Stochastic Regime Switching and Long Short-Term Memory Networks: AI-Based Computational Models for Financial Market Volatility Forecasting. Journal of Artificial Intelligence & Research, Ahmedabad, India, v. 6, n. 1, p. 43–52, 2026. Disponível em: https://thesciencebrigade.com/JAIR/article/view/832. Acesso em: 5 jun. 2026.