arXiv:2608. 12259v1 Announce Type: new Abstract: Financial forecasting models are typically developed in full precision, yet production deployment often requires low-precision inference to reduce memory and computational cost.
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
arXiv:2606. 27688v1 Announce Type: cross Abstract: In financial forecasting, predictive performance depends not only on which model is trained, but also on how the trained model is deployed.
arXiv:2607. 16229v1 Announce Type: cross Abstract: Large language models (LLMs) are increasingly used as components of agentic systems that observe, plan, and act.
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.
arXiv:2606. 04980v1 Announce Type: new Abstract: Mixture-of-Experts (MoE) architectures scale model capacity through sparse expert activation, but their deployment remains memory-bound because all expert weights must reside in memory.
arXiv:2602. 15327v2 Announce Type: replace-cross Abstract: Machine learning model performance improvements tend to arise from competition and application.
arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.
arXiv:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
arXiv:2607. 23047v1 Announce Type: cross Abstract: Mixed-precision quantization improves the accuracy of post-training quantization by allocating higher bitwidths to sensitive layers, but existing methods solve the allocation for a single fixed memory budget.
arXiv:2607. 13929v1 Announce Type: new Abstract: Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs.
arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
arXiv:2607. 12248v1 Announce Type: cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets.