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Recent years have seen important advances in the building of interpretable models, machine learning models that are designed to be easily understood by humans. In this work, we show that large language models (LLMs) are remarkably good at…

Machine Learning · Computer Science 2024-02-23 Sebastian Bordt , Ben Lengerich , Harsha Nori , Rich Caruana

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

Large language models (LLMs) have demonstrated promising performance in various financial applications, though their potential in complex investment strategies remains underexplored. To address this gap, we investigate how LLMs can predict…

Computational Engineering, Finance, and Science · Computer Science 2024-12-02 Yoshia Abe , Shuhei Matsuo , Ryoma Kondo , Ryohei Hisano

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…

Computational Engineering, Finance, and Science · Computer Science 2025-07-29 Wenyan Xu , Dawei Xiang , Rundong Wang , Yonghong Hu , Liang Zhang , Jiayu Chen , Zhonghua Lu

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Large language models (LLMs), such as GPT4 and LLaMA, are creating significant advancements in natural language processing, due to their strong text encoding/decoding ability and newly found emergent capability (e.g., reasoning). While LLMs…

Computation and Language · Computer Science 2024-11-22 Bowen Jin , Gang Liu , Chi Han , Meng Jiang , Heng Ji , Jiawei Han

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

This systematic literature review comprehensively examines the application of Large Language Models (LLMs) in forecasting and anomaly detection, highlighting the current state of research, inherent challenges, and prospective future…

Machine Learning · Computer Science 2024-02-19 Jing Su , Chufeng Jiang , Xin Jin , Yuxin Qiao , Tingsong Xiao , Hongda Ma , Rong Wei , Zhi Jing , Jiajun Xu , Junhong Lin

The complexity and heterogeneity of data in many real-world applications pose significant challenges for traditional machine learning and signal processing techniques. For instance, in medicine, effective analysis of diverse physiological…

Machine Learning · Computer Science 2024-08-16 Nimeesha Chan , Felix Parker , William Bennett , Tianyi Wu , Mung Yao Jia , James Fackler , Kimia Ghobadi

Large language models (LLMs) and their fine-tuning techniques have demonstrated superior performance in various language understanding and generation tasks. This paper explores fine-tuning LLMs for stock return forecasting with financial…

Computational Finance · Quantitative Finance 2024-08-06 Tian Guo , Emmanuel Hauptmann

Financial literacy is increasingly dependent on the ability to interpret complex financial data and utilize advanced forecasting tools. In this context, this study proposes a novel approach that combines transformer-based time series models…

Statistical Finance · Quantitative Finance 2025-06-10 Sukru Selim Calik , Andac Akyuz , Zeynep Hilal Kilimci , Kerem Colak

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

Computation and Language · Computer Science 2025-10-07 Fangxu Yu , Hongyu Zhao , Tianyi Zhou

Power system time series analytics is critical in understanding the system operation conditions and predicting the future trends. Despite the wide adoption of Artificial Intelligence (AI) tools, many AI-based time series analytical models…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Zhenghao Zhou , Yiyan Li , Xinjie Yu , Runlong Liu , Zelin Guo , Zheng Yan , Mo-Yuen Chow , Yuqi Yang , Yang Xu

We show that large language models (LLMs) are remarkably good at working with interpretable models that decompose complex outcomes into univariate graph-represented components. By adopting a hierarchical approach to reasoning, LLMs can…

Identifying inter-firm relationships such as supply and competitive ties is critical for financial analysis and corporate governance, yet remains challenging due to the scale, sparsity, and contextual dependence of corporate data.…

Machine Learning · Computer Science 2025-10-14 Qianyou Sun , Jiexin Zheng , Bohan Jin , Lihua Chen , Yijie Peng

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Large Language Models (LLMs) are being applied in a wide array of settings, well beyond the typical language-oriented use cases. In particular, LLMs are increasingly used as a plug-and-play method for fitting data and generating…

Machine Learning · Computer Science 2025-10-29 Hejia Liu , Mochen Yang , Gediminas Adomavicius

Are Large language models (LLMs) temporally grounded? Since LLMs cannot perceive and interact with the environment, it is impossible to answer this question directly. Instead, we provide LLMs with textual narratives and probe them with…

Computation and Language · Computer Science 2023-11-17 Yifu Qiu , Zheng Zhao , Yftah Ziser , Anna Korhonen , Edoardo M. Ponti , Shay B. Cohen

We build upon time-series classification by leveraging the capabilities of Vision Language Models (VLMs). We find that VLMs produce competitive results after two or less epochs of fine-tuning. We develop a novel approach that incorporates…

Artificial Intelligence · Computer Science 2025-01-22 Vinay Prithyani , Mohsin Mohammed , Richa Gadgil , Ricardo Buitrago , Vinija Jain , Aman Chadha
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