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Related papers: Financial Fine-tuning a Large Time Series Model

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The proliferation of time series foundation models has created a landscape where no single method achieves consistent superiority, framing the central challenge not as finding the best model, but as orchestrating an optimal ensemble with…

Artificial Intelligence · Computer Science 2025-12-19 Defu Cao , Michael Gee , Jinbo Liu , Hengxuan Wang , Wei Yang , Rui Wang , Yan Liu

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…

Statistical Finance · Quantitative Finance 2020-04-06 Jonghyeon Min

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

This paper explores the potential of large language models (LLMs) to generate financial reports from time series data. We propose a framework encompassing prompt engineering, model selection, and evaluation. We introduce an automated…

Computation and Language · Computer Science 2025-07-02 Elizabeth Fons , Elena Kochkina , Rachneet Kaur , Zhen Zeng , Berowne Hlavaty , Charese Smiley , Svitlana Vyetrenko , Manuela Veloso

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Machine Learning · Computer Science 2020-01-28 Allison Koenecke , Amita Gajewar

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Large pre-trained models have been vital in recent advancements in domains like language and vision, making model training for individual downstream tasks more efficient and provide superior performance. However, tackling time-series…

Machine Learning · Computer Science 2024-12-06 Harshavardhan Kamarthi , B. Aditya Prakash

Forecasting financial time series is considered to be a difficult task due to the chaotic feature of the series. Statistical approaches have shown solid results in some specific problems such as predicting market direction and single-price…

Statistical Finance · Quantitative Finance 2021-07-05 Angelo Garangau Menezes , Saulo Martiello Mastelini

Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…

Applications · Statistics 2021-06-10 Rosa Candela , Pietro Michiardi , Maurizio Filippone , Maria A. Zuluaga

This paper proposes a forecast-centric adaptive learning model that engages with the past studies on the order book and high-frequency data, with applications to hypothesis testing. In line with the past literature, we produce brackets of…

Statistical Finance · Quantitative Finance 2021-03-02 Parley Ruogu Yang

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of…

Computational Finance · Quantitative Finance 2025-09-11 Yanlong Wang , Jian Xu , Fei Ma , Hongkang Zhang , Hang Yu , Tiantian Gao , Yu Wang , Haochen You , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens