arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
VertiFuseX is a hybrid LSTM architecture that fuses multi‑scale temporal representations at the penultimate layer, stacking features from LSTM, Bi‑LSTM, and St‑LSTM branches and a parallel DNN stream. On 15 years of global equity index data, it reduces MAPE by 30‑54% and improves MAE and RMSE by over 40% compared to LSTM baselines, outperforming seven state‑of‑the‑art models across 33 metric‑dataset comparisons. The model is lightweight (675k parameters, 2.6 MB footprint) with 1.5 ms/sample inference latency and demonstrates robust, interpretable forecasting with reduced drawdowns in algorithmic trading simulations.
The paper introduces the first multi‑horizon benchmark for forecasting resale prices of second‑hand electronics, comparing eleven statistical and deep learning models on a large Polish marketplace dataset covering 100+ smartphone and laptop models from January 2022 to March 2025. Across horizons from 1 to 365 days, N‑BEATS consistently outperforms all statistical baselines, achieving an 8.51% MAPE at 365 days versus 14.94% for the best baseline—a 43% reduction—while all models converge to about 0.72% MAPE for short horizons. A single N‑BEATS model trained for the 365‑day horizon generalizes to all shorter horizons, eliminating the need for horizon‑specific models, and N‑BEATS and N‑HiTS show superior hyperparameter stability.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
MoFE is a deep learning framework that combines Fourier Neural Operators with a Mixture-of-Experts architecture to forecast cryptocurrency prices. It models volatility as a mix of multi-frequency components—including fundamental growth, mining costs, halving events, and market sentiment—using adaptive FNO and convolutional experts. Experiments on Bitcoin data from 2020 to 2025 show MoFE outperforms existing models in short‑term horizons, reducing phase‑lag errors and improving directional accuracy and information coefficient, which translates into higher Sharpe ratios in simulated trading.
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
arXiv:2605. 12764v3 Announce Type: replace-cross Abstract: This paper introduces a physics-informed generative framework that resolves the fundamental conflict between the statistical flexibility of deep learning and the rigorous theoretical constraints of fixed-income modeling.
arXiv:2607. 22313v1 Announce Type: cross Abstract: Estimating contemporaneous bidirectional interactions from observational data is difficult because each outcome is endogenous to the other, while flexible regressions may capture only reduced-form dependence.
The paper presents a comparative study of six deep learning models—state-space, MLP, RNN, and Transformer-based architectures—for cross-border electricity price forecasting using publicly available data. It focuses on generalization across markets and evaluates performance under low-data target-market conditions (zero-shot, one-shot, few-shot) with a standardized dataset for the Germany‑Luxembourg bidding zone in 2024. Results show that N‑HiTS and NBEATSx perform competitively in limited‑data scenarios, while transformer models achieve comparable accuracy but require more adaptation and tuning, and that careful feature selection and hyperparameter tuning improve performance.
arXiv:2603.01820v2 Announce Type: replace-cross Abstract: Forecasting financial asset returns is challenging due to low signal-to-noise ratios, non-stationarity and heavy-tailed distributions. We ben...
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.