Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs) Paper • 2311.10935 • Published Nov 18, 2023
Forecasting Time Series with LLMs via Patch-Based Prompting and Decomposition Paper • 2506.12953 • Published Jun 15 • 2
Forecasting Probability Distributions of Financial Returns with Deep Neural Networks Paper • 2508.18921 • Published Aug 26
Forecasting Future International Events: A Reliable Dataset for Text-Based Event Modeling Paper • 2411.14042 • Published Nov 21, 2024
Risk forecasting using Long Short-Term Memory Mixture Density Networks Paper • 2501.01278 • Published Jan 2
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain Paper • 2505.08550 • Published May 12
TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning Paper • 2505.23719 • Published May 29 • 2
Financial Time Series Forecasting using CNN and Transformer Paper • 2304.04912 • Published Apr 11, 2023 • 1
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets Paper • 2506.09851 • Published Jun 11 • 1
Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion Paper • 2505.11306 • Published May 16 • 2
Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models Paper • 2103.15096 • Published Mar 28, 2021
DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting Paper • 2405.08440 • Published May 14, 2024