arXiv Machine Learning

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

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.

arXiv Machine Learning

Aug 19

Deep Learning Based on Generative Adversarial and Convolutional Neural Networks for Financial Time Series Predictions

The paper proposes a hybrid generative adversarial network (GAN) that combines a bi-directional LSTM and a CNN (Bi‑LSTM‑CNN) to generate synthetic financial data aligned with real market data. By preserving stock trend features, the model predicts future stock price movements across multiple markets (TSX, SHCOMP, S&P 500). Experiments show that this hybrid approach outperforms existing machine‑learning prototypes, and the study highlights gaps between investors and technical researchers.

By Wilfredo Tovar

diffusion safety

arXiv Machine Learning

Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

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).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares

llms benchmarks

arXiv AI

Jun 30

Adaptive Financial Transformer with Regime-Gated Attention for Stock Return Prediction

arXiv:2606. 29347v1 Announce Type: cross Abstract: Adaptive Financial Transformer (AFT) is proposed for stock return prediction under non-stationary financial markets.

By Dishan Sarkar

llms benchmarks safety

arXiv AI

Sep 7

EXAONE Forecast for Finance

EXAONE Forecast for Finance (EXAONE Finance) is a financial time‑series foundation model designed to overcome the limitations of existing models that rely on self‑attention and assume fully observed data. It replaces self‑attention with a causal 1D convolution for temporal mixing and a group‑aware pooling MLP for variate mixing, achieving linear‑time complexity. The model is pretrained on a large, diverse financial corpus and, through masked context augmentation, learns to handle missing data, ultimately topping the FinVerse benchmark across accuracy, ranking, and profitability metrics.

By Seunghan Lee, Jaehoon Lee, Jun Seo, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Minjae Kim, Sungdong Yoo, Junhyeok Kang, Sangjun Han, Soonyoung Lee, Wonbin Ahn

benchmarks

arXiv Machine Learning

2d ago

WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion

arXiv:2609.14733v1 Announce Type: new Abstract: Hybrid Deep Learning for equity index forecasting is limited by three problems: propagation of OHLCV noise into derived technical indicators (TIs), cha...

By Aashish Bohra, Vivek Vijay

llms benchmarks

arXiv Machine Learning

Aug 28

Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation

arXiv:2608. 27076v1 Announce Type: new Abstract: Algorithmic trading now represents a market exceeding $20 billion, where even marginal gains in signal robustness can translate into economically significant returns.

By Joshua Le Grice

arXiv AI

Sep 10

EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series

arXiv:2609.04239v2 Announce Type: replace Abstract: This technical report presents EXAONE Forecast for Finance (EXAONE Finance), a financial time series foundation model (TSFM) tailored to financial...

By Seunghan Lee, Jaehoon Lee, Jun Seo, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Minjae Kim, Sungdong Yoo, Junhyeok Kang, Sangjun Han, Soonyoung Lee, Wonbin Ahn

benchmarks

arXiv AI

Sep 10

Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models

arXiv:2609.06085v1 Announce Type: cross Abstract: Understanding the joint dynamics of prices and trades is central to market microstructure, where returns and order flow interact through nonlinear an...

By Manuel Naviglio, Fabrizio Lillo

benchmarks safety

arXiv AI

Aug 11

Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction

arXiv:2608. 08825v1 Announce Type: cross Abstract: Foundation models for time series forecasting demonstrate impressive zero-shot generalization but often underperform on specialized domains such as high-frequency finance.

By Kasun Dewage, Suranadi De Silva, Shankhadeep Mondal

benchmarks

arXiv AI

Aug 19

MoFE: A Novel Mixture-of-Experts Framework with Fourier Neural Operators for Cryptocurrency Forecasting

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.

By Bowen Liu, Mingming Sun

benchmarks

arXiv Machine Learning

Jun 3

FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance

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.

By Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni, Yize Liu, Haonan Chen, Ke-Wei Huang

llms multimodal benchmarks safety

Hugging Face Trending Papers

Aug 27

Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation

The paper explores tabular deep learning for equity signal generation, training five model classes on daily data from about 300 large‑cap US stocks over eleven years. By using Bayesian optimisation that targets trading performance across three distinct market regimes, the authors achieve regime‑robust hyperparameter selection, yielding out‑of‑sample signal precision above random and a Hybrid ensemble (XGBoost + TabNet) with an annualised return of 51.26% and a Sharpe ratio of 2.44. The study also finds that alternative data adds limited value beyond technical and fundamental features, and that the ensemble’s outperformance is driven by stock selection rather than market exposure.

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