arXiv:2608. 07037v1 Announce Type: cross Abstract: Small businesses often have only 12-24 months of accounting history, yet planning and risk workflows require coordinated forecasts across financial statements.
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arXiv:2608. 02911v1 Announce Type: new Abstract: Revenue forecasts guide acquisition budgets, demand planning, and customer-based valuations, yet an aggregate forecast does not show whether change reflects acquisition, repeat purchasing, spending per order, or offsetting movements.
The paper introduces paired, mechanism‑controlled stress tests that decompose changes in expected squared error for time‑series forecasting into environmental risk and forecast‑oracle distance. Using an origin‑conditioned predictive oracle, the authors validate three end‑to‑end controls and apply the benchmark to 24 forecasters, revealing that many models exhibit higher realized MSE yet lower oracle distance under frequent switching, and that environmental risk dominates in most scenarios. The study also demonstrates that visually compelling discovery profiles often fail to replicate on independent data‑generating process realizations, underscoring the importance of component‑wise diagnosis and held‑out stability audits.
Revenue forecasts guide acquisition budgets, demand planning, and customer-based valuations, yet an aggregate forecast does not show whether change reflects acquisition, repeat purchasing, spending per order, or offsetting movements. Using weekly transaction panels for 966 companies in 25 industries, the authors develop the Customer-Based Multi-task Transformer (CBMT), which learns shared structure, retains separate primitive forecasts, and aligns their combination with downstream revenue.
arXiv:2607. 05450v1 Announce Type: cross Abstract: This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.
arXiv:2608. 10050v1 Announce Type: new Abstract: Small and medium-sized businesses need timely financial guidance, yet historical accounting logs record self-selected and often co-occurring business changes rather than randomized recommendations.
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.