arXiv:2606. 15452v1 Announce Type: new Abstract: Rare events in time series are critical to model but hard to learn due to data scarcity.
arXiv:2608. 13082v1 Announce Type: cross Abstract: Generative models of limit orderbook (LOB) data have advanced rapidly, but their evaluation often focuses on stylised facts and selected market statistics.
arXiv:2607. 01022v1 Announce Type: new Abstract: Spatiotemporal point processes (STPPs) model event data in continuous time and space, with applications in mobility, epidemiology, and public safety.
arXiv:2602. 13061v2 Announce Type: replace-cross Abstract: The ability of Flow Matching (FM) to model complex conditional distributions has established it as the state-of-the-art for prediction tasks (e.
arXiv:2606. 05138v1 Announce Type: new Abstract: Generating realistic financial time series is challenging as training data is often limited to a single historical path.
arXiv:2606. 15172v1 Announce Type: new Abstract: Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios.
arXiv:2606. 06342v1 Announce Type: cross Abstract: Topological Data Analysis (TDA) offers a principled, intrinsic lens for comparing neural representations.
arXiv:2608. 07333v1 Announce Type: new Abstract: Modeling multivariate time series by representing them as graphs, where individual series act as nodes and pairwise temporal corre- lations serve as edges, has gained significant traction.
arXiv:2607. 06652v1 Announce Type: new Abstract: Rough path signatures are a universal feature map for continuous paths and, via the expected signature, characterise path distributions.
KiT is a K‑line Diffusion Transformer foundation model designed for financial time‑series forecasting. It reframes future prediction as conditional path generation via flow matching, producing ensembles of plausible OHLCV trajectories from a historical context window. Trained on billions of candlestick bars across multiple markets and timescales, KiT achieves superior RankIC scores compared to task‑specific forecasters and general time‑series models.
arXiv:2606. 09806v1 Announce Type: cross Abstract: We introduce Topological Neural Operators (TNOs), a principled framework for operator learning on cell complexes that lifts neural operators (NOs) from functions on points and/or edges to topological domains.
arXiv:2606. 25439v1 Announce Type: new Abstract: Deep learning-based models have achieved state-of-the-art performance in Time Series Forecasting (TSF), yet their evaluation remains dominated by pointwise error metrics such as Mean Squared Error (MSE), which quantify numerical accuracy but overlook structural properties of the forecast signal, including recurrent dynamics, oscillatory behavior, and phase alignment.
arXiv:2609.39792v2 Announce Type: new Abstract: Distinguishing periodic from chaotic dynamics in a time series is a fundamental challenge in both physics and engineering. Yet, end-to-end learned arch...