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To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures. Despite their effectiveness, most existing methods…

Machine Learning · Computer Science 2026-04-21 Yitong Zhou , Yucong Luo , Mingyue Cheng , Qi Liu , Jiahao Wang , Daoyu Wang , Enhong Chen

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Long-term time series forecasting is essential in areas like finance and weather prediction. Besides traditional methods that operate in the time domain, many recent models transform time series data into the frequency domain to better…

Machine Learning · Computer Science 2025-03-18 Ziqi Liu

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…

Statistical Finance · Quantitative Finance 2025-12-23 Safiye Turgay , Serkan Erdoğan , Željko Stević , Orhan Emre Elma , Tevfik Eren , Zhiyuan Wang , Mahmut Baydaş

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

Risk Management · Quantitative Finance 2023-08-02 Yuwei Yin , Yazheng Yang , Jian Yang , Qi Liu

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Machine Learning · Computer Science 2021-07-22 Hugo Vinicius Bitencourt , Frederico Gadelha Guimarães

Text and time series data offer complementary views of financial markets: news articles provide narrative context about company events, while stock prices reflect how markets react to those events. However, despite their complementary…

Computational Engineering, Finance, and Science · Computer Science 2025-09-25 Ross Koval , Nicholas Andrews , Xifeng Yan

Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a…

Machine Learning · Computer Science 2025-09-08 Yuki Takemoto

We present Future-KL Influenced Policy Optimization (FIPO), a reinforcement learning algorithm designed to overcome reasoning bottlenecks in large language models. While GRPO style training scales effectively, it typically relies on…

Machine Learning · Computer Science 2026-04-01 Chiyu Ma , Shuo Yang , Kexin Huang , Jinda Lu , Haoming Meng , Shangshang Wang , Bolin Ding , Soroush Vosoughi , Guoyin Wang , Jingren Zhou

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2x2 capability taxonomy for TSRMs by…

Artificial Intelligence · Computer Science 2026-05-26 Seunghan Lee , Jun Seo , Jaehoon Lee , Sungdong Yoo , Minjae Kim , Tae Yoon Lim , Dongwan Kang , Hwanil Choi , Soonyoung Lee , Wonbin Ahn

Time series forecasting is central to data analysis and web technologies. The recent success of Large Language Models (LLMs) offers significant potential for this field, especially from the cross-modality aspect. Most methods adopt an…

Machine Learning · Computer Science 2025-12-02 Yafei Lyu , Hao Zhou , Lu Zhang , Xu Yang , Zhiyong Liu

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

Machine Learning · Computer Science 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However,…

Machine Learning · Computer Science 2025-06-12 Yanlong Wang , Jian Xu , Tiantian Gao , Hongkang Zhang , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Machine Learning · Computer Science 2018-12-11 Xin-Yao Qian

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Machine Learning · Computer Science 2022-05-26 Fan-Keng Sun , Duane S. Boning

Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are…

Machine Learning · Statistics 2019-10-29 Rajat Sen , Hsiang-Fu Yu , Inderjit Dhillon